+70.6%
VZ vs PFGC
+366.4%
-295.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.6% |
| 7D | +2.4% | +15.0% | -12.6% | +1.3% |
| 30D | +11.2% | +17.0% | -5.8% | +9.8% |
| 3M | 0.0% | -2.5% | +2.4% | +0.1% |
| 6M | +1.3% | +19.2% | -17.9% | -0.1% |
| YTD | +21.3% | +23.4% | -2.2% | +19.0% |
| 1Y | +23.9% | +13.9% | +10.1% | +22.3% |
| 3Y | +57.7% | +82.0% | -24.3% | +49.3% |
| 5Y | +21.2% | +128.7% | -107.5% | +11.9% |
| 10Y | +70.6% | +361.5% | -291.0% | +48.6% |
| All | +70.6% | +366.4% | -295.8% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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