+25.5%
VZ vs PEP
+3.4%
+22.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.6% |
| 7D | +0.1% | -1.4% | +1.5% | +0.6% |
| 30D | +7.9% | +0.2% | +7.7% | +7.8% |
| 3M | +13.6% | -1.1% | +14.8% | +14.1% |
| 6M | +1.1% | -13.5% | +14.6% | +6.7% |
| YTD | +29.3% | -1.2% | +30.5% | +29.6% |
| 1Y | +21.2% | -1.6% | +22.8% | +21.5% |
| 3Y | +75.9% | -12.5% | +88.4% | +82.6% |
| All | +25.5% | +3.4% | +22.0% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP 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 PEP 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