+308.8%
VZ vs PM
+752.6%
-443.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.2% |
| 7D | +0.1% | -4.9% | +5.0% | +1.9% |
| 30D | +7.9% | -3.4% | +11.3% | +9.2% |
| 3M | +13.6% | +5.2% | +8.5% | +11.4% |
| 6M | +1.1% | +3.7% | -2.6% | -1.0% |
| YTD | +29.3% | +15.8% | +13.5% | +21.3% |
| 1Y | +21.2% | +17.4% | +3.9% | +12.7% |
| 3Y | +75.9% | +116.9% | -41.0% | +26.1% |
| 5Y | +24.1% | +117.3% | -93.2% | -12.3% |
| 10Y | +62.4% | +193.8% | -131.4% | -4.5% |
| All | +308.8% | +752.6% | -443.8% | +27.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling