+70.6%
VZ vs PM
+242.6%
-172.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | 0.0% | +0.4% |
| 7D | +2.4% | -6.6% | +9.0% | +4.2% |
| 30D | +11.2% | -3.4% | +14.6% | +12.2% |
| 3M | 0.0% | +5.3% | -5.3% | -1.5% |
| 6M | +1.3% | +15.5% | -14.2% | -2.9% |
| YTD | +21.3% | +24.3% | -3.0% | +13.5% |
| 1Y | +23.9% | +29.7% | -5.8% | +14.5% |
| 3Y | +57.7% | +144.9% | -87.2% | +18.8% |
| 5Y | +21.2% | +159.0% | -137.8% | -10.9% |
| 10Y | +70.6% | +250.9% | -180.4% | +7.4% |
| All | +70.6% | +242.6% | -172.0% | +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