+71.6%
VZ vs PFG
+189.4%
-117.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.8% |
| 7D | +0.9% | -2.2% | +3.2% | +1.3% |
| 30D | +8.9% | +6.4% | +2.6% | +7.6% |
| 3M | +0.1% | +2.2% | -2.1% | -0.4% |
| 6M | +1.9% | +16.3% | -14.4% | -0.9% |
| YTD | +22.0% | +33.2% | -11.2% | +15.5% |
| 1Y | +22.1% | +40.6% | -18.5% | +14.4% |
| 3Y | +58.7% | +83.3% | -24.7% | +39.9% |
| 5Y | +22.3% | +97.7% | -75.4% | +5.1% |
| 10Y | +71.6% | +189.9% | -118.2% | +38.6% |
| All | +71.6% | +189.4% | -117.7% | +38.6% |
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