+65.5%
VZ vs PFG
+203.0%
-137.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.0% | -3.2% | +0.1% |
| 7D | +2.2% | +2.3% | 0.0% | +1.8% |
| 30D | +10.6% | +7.6% | +3.0% | +9.1% |
| 3M | -0.6% | +2.5% | -3.1% | -1.1% |
| 6M | +0.7% | +16.6% | -15.9% | -2.1% |
| YTD | +20.6% | +34.1% | -13.4% | +14.1% |
| 1Y | +22.7% | +44.1% | -21.3% | +14.5% |
| 3Y | +57.2% | +86.3% | -29.0% | +38.3% |
| 5Y | +21.4% | +101.6% | -80.2% | +4.0% |
| 10Y | +65.5% | +197.9% | -132.4% | +36.1% |
| All | +65.5% | +203.0% | -137.5% | +36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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