+57.8%
VZ vs PR
+147.8%
-90.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.9% | +4.8% | -0.1% |
| 7D | +5.6% | -16.5% | +22.2% | +5.8% |
| 30D | +1.9% | -4.5% | +6.4% | +1.9% |
| 3M | +0.8% | +8.5% | -7.8% | +0.7% |
| 6M | +0.6% | -3.3% | +4.0% | +0.6% |
| YTD | +20.8% | +55.7% | -34.9% | +20.2% |
| 1Y | +23.9% | +82.0% | -58.1% | +23.1% |
| 3Y | +55.7% | +62.5% | -6.8% | +54.6% |
| 5Y | +21.5% | +223.9% | -202.4% | +19.8% |
| 10Y | +68.5% | +64.2% | +4.2% | +69.6% |
| All | +57.8% | +147.8% | -90.0% | +53.0% |
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