+21.4%
VZ vs PEP
+2.8%
+18.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | +2.2% | +1.0% | +1.2% | +1.8% |
| 30D | +10.6% | +12.6% | -2.0% | +5.3% |
| 3M | -0.6% | +3.1% | -3.8% | -2.0% |
| 6M | +0.7% | -6.3% | +7.0% | +3.0% |
| YTD | +20.6% | +1.9% | +18.7% | +19.3% |
| 1Y | +22.7% | +3.3% | +19.4% | +20.7% |
| 3Y | +57.2% | -4.8% | +62.1% | +57.5% |
| 5Y | +21.4% | +2.0% | +19.3% | +16.7% |
| All | +21.4% | +2.8% | +18.6% | +16.7% |
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