+990.1%
VZ vs PCG
+103.4%
+886.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.3% | -1.1% |
| 7D | +0.1% | -13.9% | +13.9% | +1.3% |
| 30D | +7.9% | -16.9% | +24.8% | +9.6% |
| 3M | +13.6% | -14.7% | +28.4% | +15.1% |
| 6M | +1.1% | -23.8% | +24.9% | +3.6% |
| YTD | +29.3% | -10.5% | +39.8% | +30.2% |
| 1Y | +21.2% | -5.1% | +26.4% | +21.2% |
| 3Y | +75.9% | -11.6% | +87.5% | +76.2% |
| 5Y | +24.1% | +59.0% | -34.9% | +16.2% |
| 10Y | +62.4% | -75.7% | +138.1% | +68.8% |
| All | +990.1% | +103.4% | +886.7% | +378.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling