+65.5%
VZ vs PM
+228.8%
-163.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.2% | +1.5% |
| 7D | +2.2% | -7.3% | +9.5% | +4.3% |
| 30D | +10.6% | -4.0% | +14.6% | +11.7% |
| 3M | -0.6% | +2.7% | -3.4% | -1.5% |
| 6M | +0.7% | +14.9% | -14.1% | -3.3% |
| YTD | +20.6% | +23.5% | -2.9% | +13.0% |
| 1Y | +22.7% | +30.4% | -7.6% | +13.2% |
| 3Y | +57.2% | +143.2% | -86.0% | +18.6% |
| 5Y | +21.4% | +159.5% | -138.1% | -10.9% |
| 10Y | +65.5% | +234.7% | -169.2% | +5.3% |
| All | +65.5% | +228.8% | -163.3% | +5.3% |
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