+20.2%
VZ vs PFG
+91.4%
-71.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.6% |
| 7D | +2.1% | -0.6% | +2.8% | +2.2% |
| 30D | +1.4% | +2.0% | -0.6% | +1.0% |
| 3M | -1.3% | -3.2% | +1.9% | -0.7% |
| 6M | -0.5% | +10.9% | -11.5% | -2.3% |
| YTD | +19.6% | +28.8% | -9.2% | +14.3% |
| 1Y | +22.4% | +39.2% | -16.8% | +15.3% |
| 3Y | +55.9% | +75.0% | -19.2% | +38.3% |
| All | +20.2% | +91.4% | -71.2% | +3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling