+64.4%
VZ vs PPG
+23.8%
+40.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -0.9% |
| 7D | -1.0% | -3.7% | +2.8% | -0.3% |
| 30D | +5.8% | -7.2% | +13.0% | +7.2% |
| 3M | +10.5% | -7.3% | +17.8% | +11.8% |
| 6M | +1.8% | +0.3% | +1.5% | +1.3% |
| YTD | +28.3% | +6.5% | +21.7% | +26.0% |
| 1Y | +22.0% | +0.5% | +21.4% | +20.9% |
| 3Y | +81.8% | -15.3% | +97.1% | +84.5% |
| 5Y | +25.3% | -22.9% | +48.2% | +27.9% |
| 10Y | +64.4% | +28.4% | +36.0% | +49.5% |
| All | +64.4% | +23.8% | +40.6% | +49.5% |
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