+106.6%
VZ vs PFGC
+419.1%
-312.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.9% |
| 7D | +0.1% | -2.2% | +2.3% | +0.2% |
| 30D | +7.9% | -11.9% | +19.8% | +8.9% |
| 3M | +13.6% | +5.0% | +8.6% | +13.2% |
| 6M | +1.1% | +8.6% | -7.5% | +0.4% |
| YTD | +29.3% | +9.7% | +19.6% | +28.0% |
| 1Y | +21.2% | -6.3% | +27.5% | +21.5% |
| 3Y | +75.9% | +58.2% | +17.7% | +68.3% |
| 5Y | +24.1% | +110.4% | -86.3% | +15.1% |
| 10Y | +62.4% | +272.8% | -210.4% | +43.1% |
| All | +106.6% | +419.1% | -312.5% | +78.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling