+65.5%
VZ vs PFGC
+347.9%
-282.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.8% |
| 7D | +2.1% | +8.5% | -6.4% | +1.5% |
| 30D | +1.4% | +15.0% | -13.6% | +0.3% |
| 3M | -1.3% | -6.2% | +4.9% | -0.9% |
| 6M | -0.5% | +15.7% | -16.3% | -1.7% |
| YTD | +19.6% | +19.6% | +0.1% | +17.7% |
| 1Y | +22.4% | +13.2% | +9.2% | +20.8% |
| 3Y | +55.9% | +77.0% | -21.1% | +48.0% |
| 5Y | +20.4% | +121.5% | -101.1% | +11.4% |
| All | +65.5% | +347.9% | -282.4% | +45.6% |
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