+22.6%
VZ vs PFGC
+131.6%
-109.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | +0.9% | +1.5% | -0.6% | +0.8% |
| 30D | +8.9% | +17.4% | -8.5% | +7.6% |
| 3M | +0.1% | -2.4% | +2.5% | +0.2% |
| 6M | +1.9% | +18.2% | -16.3% | +0.6% |
| YTD | +22.0% | +23.7% | -1.7% | +19.7% |
| 1Y | +22.1% | +15.0% | +7.2% | +20.5% |
| 3Y | +58.7% | +82.3% | -23.7% | +48.9% |
| All | +22.6% | +131.6% | -109.1% | +11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling