+65.5%
VZ vs PFE
+61.4%
+4.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.5% |
| 7D | +2.1% | -3.7% | +5.8% | +3.2% |
| 30D | +1.4% | +5.0% | -3.6% | 0.0% |
| 3M | -1.3% | +12.2% | -13.4% | -4.5% |
| 6M | -0.5% | +14.6% | -15.1% | -4.4% |
| YTD | +19.6% | +24.1% | -4.5% | +12.1% |
| 1Y | +22.4% | +26.6% | -4.2% | +13.9% |
| 3Y | +55.9% | +14.3% | +41.6% | +47.5% |
| 5Y | +20.4% | -21.9% | +42.3% | +24.7% |
| All | +65.5% | +61.4% | +4.1% | +34.8% |
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