+283.5%
VZ vs PFG
+1,015.3%
-731.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.7% | -0.6% |
| 7D | +0.1% | +5.5% | -5.4% | -1.1% |
| 30D | +7.9% | +2.4% | +5.5% | +7.3% |
| 3M | +13.6% | +13.6% | +0.1% | +10.6% |
| 6M | +1.1% | +27.9% | -26.8% | -4.1% |
| YTD | +29.3% | +35.6% | -6.3% | +21.0% |
| 1Y | +21.2% | +48.5% | -27.2% | +11.2% |
| 3Y | +75.9% | +66.9% | +9.0% | +55.6% |
| 5Y | +24.1% | +111.0% | -86.9% | +3.1% |
| 10Y | +62.4% | +244.5% | -182.1% | +15.0% |
| All | +283.5% | +1,015.3% | -731.8% | +65.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling