+918.2%
VZ vs PPL
+2,170.9%
-1,252.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.4% |
| 7D | +5.6% | +1.0% | +4.6% | +5.3% |
| 30D | +1.9% | +6.8% | -5.0% | -0.3% |
| 3M | +0.8% | +3.9% | -3.1% | -0.5% |
| 6M | +0.6% | -2.0% | +2.7% | +1.1% |
| YTD | +20.8% | +5.3% | +15.5% | +18.3% |
| 1Y | +23.9% | +2.2% | +21.7% | +22.5% |
| 3Y | +55.7% | +56.7% | -1.0% | +33.5% |
| 5Y | +21.5% | +49.1% | -27.5% | +5.3% |
| 10Y | +68.5% | +63.6% | +4.8% | +36.9% |
| All | +918.2% | +2,170.9% | -1,252.6% | +183.3% |
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