+21.8%
VZ vs PFE
-23.9%
+45.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | +1.5% | -1.7% | +3.2% | +1.8% |
| 30D | +4.4% | +0.3% | +4.0% | +4.3% |
| 3M | -2.4% | +9.4% | -11.7% | -4.3% |
| 6M | +1.4% | +14.9% | -13.5% | -1.8% |
| YTD | +21.4% | +23.8% | -2.4% | +15.3% |
| 1Y | +20.3% | +19.5% | +0.8% | +15.1% |
| 3Y | +57.4% | +21.0% | +36.3% | +49.0% |
| All | +21.8% | -23.9% | +45.7% | +25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling