+57.7%
VZ vs PFG
+86.4%
-28.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.5% |
| 7D | +2.4% | +3.0% | -0.6% | +1.9% |
| 30D | +11.2% | +8.2% | +3.0% | +9.8% |
| 3M | 0.0% | +2.7% | -2.7% | -0.5% |
| 6M | +1.3% | +17.2% | -15.9% | -0.6% |
| YTD | +21.3% | +34.8% | -13.5% | +16.9% |
| 1Y | +23.9% | +43.6% | -19.6% | +18.5% |
| 3Y | +57.7% | +85.4% | -27.7% | +49.3% |
| All | +57.7% | +86.4% | -28.8% | +49.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling