+71.6%
VZ vs PPG
+57.1%
+14.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | +0.9% | -1.2% | +2.2% | +1.1% |
| 30D | +8.9% | +21.2% | -12.3% | +5.1% |
| 3M | +0.1% | +8.2% | -8.1% | -1.4% |
| 6M | +1.9% | +17.2% | -15.3% | -1.3% |
| YTD | +22.0% | +25.0% | -3.0% | +16.3% |
| 1Y | +22.1% | +33.5% | -11.4% | +15.0% |
| 3Y | +58.7% | +4.2% | +54.5% | +55.0% |
| 5Y | +22.3% | -12.7% | +35.0% | +22.2% |
| 10Y | +71.6% | +58.0% | +13.7% | +51.9% |
| All | +71.6% | +57.1% | +14.6% | +51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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