+990.1%
VZ vs PEG
+2,907.1%
-1,917.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.7% | -0.8% |
| 7D | +0.1% | +0.7% | -0.6% | -0.2% |
| 30D | +7.9% | -2.4% | +10.3% | +8.8% |
| 3M | +13.6% | -4.8% | +18.4% | +15.7% |
| 6M | +1.1% | -10.7% | +11.8% | +5.2% |
| YTD | +29.3% | -6.7% | +36.0% | +32.2% |
| 1Y | +21.2% | -6.8% | +28.1% | +23.8% |
| 3Y | +75.9% | +34.5% | +41.4% | +54.4% |
| 5Y | +24.1% | +35.8% | -11.7% | +7.7% |
| 10Y | +62.4% | +141.7% | -79.3% | +10.0% |
| All | +990.1% | +2,907.1% | -1,917.0% | +104.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling