+918.2%
VZ vs PCG
+88.9%
+829.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | 0.0% |
| 7D | +5.6% | 0.0% | +5.6% | +5.6% |
| 30D | +1.9% | +5.8% | -4.0% | +1.2% |
| 3M | +0.8% | -22.8% | +23.6% | +3.1% |
| 6M | +0.6% | -18.4% | +19.0% | +2.3% |
| YTD | +20.8% | -16.9% | +37.6% | +22.4% |
| 1Y | +23.9% | -17.6% | +41.6% | +25.7% |
| 3Y | +55.7% | -20.0% | +75.7% | +57.4% |
| 5Y | +21.5% | +16.0% | +5.5% | +17.5% |
| 10Y | +68.5% | -76.7% | +145.2% | +75.1% |
| All | +918.2% | +88.9% | +829.3% | +350.2% |
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 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