+58.0%
VZ vs PR
+160.5%
-102.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -6.5% | +8.6% | +2.1% |
| 7D | +6.9% | -12.1% | +19.0% | +7.1% |
| 30D | +2.3% | +0.9% | +1.4% | +2.2% |
| 3M | 0.0% | +10.1% | -10.1% | -0.1% |
| 6M | +0.2% | +1.1% | -0.9% | +0.2% |
| YTD | +20.9% | +63.7% | -42.8% | +20.2% |
| 1Y | +25.2% | +87.0% | -61.8% | +24.4% |
| 3Y | +55.9% | +70.7% | -14.9% | +54.7% |
| 5Y | +22.6% | +246.8% | -224.2% | +20.8% |
| 10Y | +68.6% | +72.6% | -4.0% | +69.7% |
| All | +58.0% | +160.5% | -102.5% | +53.1% |
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