+71.6%
VZ vs PFE
+47.9%
+23.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | +0.9% | -3.0% | +3.9% | +1.8% |
| 30D | +8.9% | +5.2% | +3.7% | +7.4% |
| 3M | +0.1% | +12.2% | -12.1% | -3.2% |
| 6M | +1.9% | +17.8% | -15.9% | -2.9% |
| YTD | +22.0% | +26.2% | -4.2% | +13.7% |
| 1Y | +22.1% | +23.2% | -1.1% | +14.4% |
| 3Y | +58.7% | +21.3% | +37.4% | +47.4% |
| 5Y | +22.3% | -23.1% | +45.4% | +27.7% |
| 10Y | +71.6% | +50.7% | +20.9% | +31.3% |
| All | +71.6% | +47.9% | +23.8% | +31.3% |
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