+22.4%
VZ vs PG
+30.3%
-7.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | +0.9% | +0.6% | +0.4% | +0.7% |
| 30D | +6.9% | +10.5% | -3.6% | +2.4% |
| 3M | +0.6% | +17.4% | -16.8% | -6.2% |
| 6M | +0.3% | +18.4% | -18.1% | -6.9% |
| YTD | +21.9% | +20.7% | +1.2% | +11.9% |
| 1Y | +21.7% | +16.8% | +4.9% | +13.3% |
| 3Y | +58.5% | +20.1% | +38.4% | +45.3% |
| 5Y | +22.4% | +30.4% | -8.0% | +5.7% |
| All | +22.4% | +30.3% | -7.8% | +5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PG.
Daily Out/Under-Performance
Portfolio return minus PG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PG 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 PG 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