+64.9%
VZ vs PGR
+825.1%
-760.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.1% |
| 7D | +0.9% | -0.6% | +1.5% | +1.1% |
| 30D | +7.7% | +4.9% | +2.8% | +6.4% |
| 3M | +9.7% | +7.6% | +2.0% | +7.4% |
| 6M | +3.1% | +8.3% | -5.2% | +0.7% |
| YTD | +30.5% | +1.7% | +28.8% | +29.3% |
| 1Y | +22.5% | -6.8% | +29.3% | +23.9% |
| 3Y | +82.4% | +73.4% | +8.9% | +57.4% |
| 5Y | +28.0% | +161.2% | -133.2% | -3.7% |
| All | +64.9% | +825.1% | -760.2% | -2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 PGR 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