+68.9%
VZ vs PR
+169.5%
-100.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.9% |
| 7D | +0.1% | +2.9% | -2.8% | +0.1% |
| 30D | +7.9% | +18.0% | -10.1% | +7.7% |
| 3M | +13.6% | +16.9% | -3.2% | +13.4% |
| 6M | +1.1% | +28.2% | -27.1% | +0.8% |
| YTD | +29.3% | +69.3% | -40.0% | +28.6% |
| 1Y | +21.2% | +69.5% | -48.3% | +20.5% |
| 3Y | +75.9% | +81.7% | -5.8% | +74.5% |
| 5Y | +24.1% | +422.2% | -398.2% | +22.1% |
| 10Y | +62.4% | +110.4% | -48.0% | +61.8% |
| All | +68.9% | +169.5% | -100.6% | +63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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