+990.1%
VZ vs PPL
+2,096.5%
-1,106.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +0.1% | +2.7% | -2.6% | -0.8% |
| 30D | +7.9% | +0.5% | +7.4% | +7.7% |
| 3M | +13.6% | +0.7% | +13.0% | +13.4% |
| 6M | +1.1% | -7.6% | +8.7% | +3.5% |
| YTD | +29.3% | +1.8% | +27.5% | +28.1% |
| 1Y | +21.2% | -0.8% | +22.0% | +20.9% |
| 3Y | +75.9% | +56.9% | +19.0% | +50.8% |
| 5Y | +24.1% | +39.5% | -15.4% | +9.9% |
| 10Y | +62.4% | +55.4% | +7.0% | +34.2% |
| All | +990.1% | +2,096.5% | -1,106.4% | +206.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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