+922.4%
VZ vs PPG
+3,083.8%
-2,161.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.7% | +0.6% |
| 7D | +2.4% | +3.2% | -0.9% | +1.4% |
| 30D | +11.2% | +20.4% | -9.2% | +5.5% |
| 3M | 0.0% | +8.4% | -8.4% | -2.4% |
| 6M | +1.3% | +15.6% | -14.4% | -3.3% |
| YTD | +21.3% | +24.4% | -3.2% | +12.7% |
| 1Y | +23.9% | +32.9% | -9.0% | +13.1% |
| 3Y | +57.7% | +3.7% | +54.0% | +51.9% |
| 5Y | +21.2% | -13.7% | +34.9% | +20.0% |
| 10Y | +70.6% | +55.5% | +15.1% | +34.9% |
| All | +922.4% | +3,083.8% | -2,161.3% | +191.0% |
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