+65.5%
VZ vs PM
+235.7%
-170.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.4% |
| 7D | +2.1% | -5.2% | +7.4% | +3.6% |
| 30D | +1.4% | +2.7% | -1.3% | +0.6% |
| 3M | -1.3% | +6.1% | -7.4% | -3.0% |
| 6M | -0.5% | +18.0% | -18.5% | -5.2% |
| YTD | +19.6% | +26.6% | -6.9% | +11.4% |
| 1Y | +22.4% | +36.7% | -14.3% | +11.5% |
| 3Y | +55.9% | +146.0% | -90.1% | +17.4% |
| 5Y | +20.4% | +164.1% | -143.7% | -11.9% |
| All | +65.5% | +235.7% | -170.2% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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