+21.4%
VZ vs PCG
+14.1%
+7.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.6% |
| 7D | +2.2% | -1.1% | +3.3% | +2.4% |
| 30D | +10.6% | +0.1% | +10.5% | +10.6% |
| 3M | -0.6% | -24.4% | +23.8% | +3.0% |
| 6M | +0.7% | -17.7% | +18.4% | +2.9% |
| YTD | +20.6% | -17.4% | +38.0% | +22.8% |
| 1Y | +22.7% | -19.4% | +42.1% | +25.4% |
| 3Y | +57.2% | -18.6% | +75.8% | +58.8% |
| 5Y | +21.4% | +10.2% | +11.2% | +17.5% |
| All | +21.4% | +14.1% | +7.3% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PCG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling