+14.1%
VZ vs PL
+16.0%
-1.9%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -10.1% | +10.0% | -0.2% |
| 7D | +5.6% | -20.5% | +26.2% | +5.5% |
| 30D | +1.9% | -38.8% | +40.6% | +1.6% |
| 3M | +0.8% | -49.1% | +49.9% | +0.5% |
| 6M | +0.6% | -69.4% | +70.0% | +0.4% |
| YTD | +20.8% | -42.3% | +63.1% | +20.3% |
| 1Y | +23.9% | -14.2% | +38.1% | +23.0% |
| 3Y | +55.7% | +398.7% | -343.0% | +49.0% |
| 5Y | +21.5% | +11.1% | +10.4% | +16.4% |
| All | +14.1% | +16.0% | -1.9% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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