+990.1%
VZ vs PPG
+2,762.5%
-1,772.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -1.3% |
| 7D | +0.1% | -1.5% | +1.6% | +0.5% |
| 30D | +7.9% | -5.0% | +12.9% | +9.4% |
| 3M | +13.6% | +1.1% | +12.5% | +12.9% |
| 6M | +1.1% | -3.2% | +4.3% | +1.1% |
| YTD | +29.3% | +11.9% | +17.4% | +24.0% |
| 1Y | +21.2% | +5.3% | +15.9% | +18.0% |
| 3Y | +75.9% | -15.0% | +90.9% | +79.2% |
| 5Y | +24.1% | -19.6% | +43.7% | +25.3% |
| 10Y | +62.4% | +27.0% | +35.3% | +36.3% |
| All | +990.1% | +2,762.5% | -1,772.4% | +220.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling