+65.5%
VZ vs PFE
+45.6%
+19.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.4% | +1.0% |
| 7D | +2.2% | -4.7% | +6.9% | +3.6% |
| 30D | +10.6% | +3.4% | +7.2% | +9.6% |
| 3M | -0.6% | +9.2% | -9.8% | -3.1% |
| 6M | +0.7% | +15.8% | -15.1% | -3.5% |
| YTD | +20.6% | +23.4% | -2.8% | +13.1% |
| 1Y | +22.7% | +25.8% | -3.1% | +14.4% |
| 3Y | +57.2% | +17.8% | +39.4% | +47.4% |
| 5Y | +21.4% | -20.2% | +41.6% | +24.8% |
| 10Y | +65.5% | +49.6% | +15.9% | +31.9% |
| All | +65.5% | +45.6% | +19.9% | +31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFE.
Daily Out/Under-Performance
Portfolio return minus PFE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFE 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 PFE 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