+927.7%
VZ vs PPG
+3,030.8%
-2,103.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.5% |
| 7D | +0.9% | -0.2% | +1.1% | +1.0% |
| 30D | +6.9% | +17.7% | -10.8% | +2.1% |
| 3M | +0.6% | +7.4% | -6.8% | -1.6% |
| 6M | +0.3% | +16.4% | -16.1% | -4.4% |
| YTD | +21.9% | +22.4% | -0.5% | +13.8% |
| 1Y | +21.7% | +28.6% | -6.9% | +12.0% |
| 3Y | +58.5% | +2.0% | +56.5% | +53.4% |
| 5Y | +22.4% | -15.6% | +38.1% | +22.0% |
| 10Y | +71.4% | +54.6% | +16.8% | +35.7% |
| All | +927.7% | +3,030.8% | -2,103.1% | +193.9% |
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 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