+23.9%
VZ vs PFG
+44.5%
-20.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | +2.4% | +3.0% | -0.6% | +1.7% |
| 30D | +11.2% | +8.2% | +3.0% | +9.4% |
| 3M | 0.0% | +2.7% | -2.7% | -0.6% |
| 6M | +1.3% | +17.2% | -15.9% | +0.8% |
| YTD | +21.3% | +34.8% | -13.5% | +19.7% |
| 1Y | +23.9% | +43.6% | -19.6% | +21.1% |
| All | +23.9% | +44.5% | -20.5% | +21.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling