+27.0%
VZ vs PNR
-19.0%
+46.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.2% | +0.8% |
| 7D | +0.2% | -3.0% | +3.2% | +0.5% |
| 30D | +7.1% | -14.9% | +22.0% | +8.8% |
| 3M | +12.8% | -19.0% | +31.9% | +14.7% |
| 6M | +1.8% | -35.9% | +37.7% | +5.8% |
| YTD | +30.0% | -43.1% | +73.1% | +36.6% |
| 1Y | +24.3% | -46.4% | +70.7% | +31.5% |
| 3Y | +84.3% | -10.8% | +95.1% | +78.4% |
| All | +27.0% | -19.0% | +46.0% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 5y: compounded portfolio wealth divided by compounded PNR 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…
5y analysis · Full analysis span regression · 6 months rolling