+65.5%
VZ vs PEG
+155.4%
-89.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.3% | -2.5% | -0.3% |
| 7D | +2.2% | +0.9% | +1.4% | +1.9% |
| 30D | +10.6% | +3.8% | +6.8% | +9.2% |
| 3M | -0.6% | +0.1% | -0.7% | -0.8% |
| 6M | +0.7% | -1.0% | +1.7% | +0.9% |
| YTD | +20.6% | -4.1% | +24.7% | +21.9% |
| 1Y | +22.7% | -6.9% | +29.6% | +25.2% |
| 3Y | +57.2% | +35.6% | +21.6% | +37.5% |
| 5Y | +21.4% | +42.8% | -21.4% | +3.5% |
| 10Y | +65.5% | +160.2% | -94.7% | +13.5% |
| All | +65.5% | +155.4% | -89.9% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 10y: compounded portfolio wealth divided by compounded PEG 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…
10y analysis · Full analysis span regression · 6 months rolling