+21.5%
VZ vs PCG
+14.4%
+7.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.1% |
| 7D | +5.6% | 0.0% | +5.6% | +5.6% |
| 30D | +1.9% | +5.8% | -4.0% | +1.0% |
| 3M | +0.8% | -22.8% | +23.6% | +4.0% |
| 6M | +0.6% | -18.4% | +19.0% | +2.9% |
| YTD | +20.8% | -16.9% | +37.6% | +22.9% |
| 1Y | +23.9% | -17.6% | +41.6% | +26.2% |
| 3Y | +55.7% | -20.0% | +75.7% | +57.7% |
| 5Y | +21.5% | +16.0% | +5.5% | +17.2% |
| All | +21.5% | +14.4% | +7.2% | +17.2% |
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