+61.1%
VZ vs PSX
+371.8%
-310.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.0% | +0.3% |
| 7D | +0.2% | +2.8% | -2.6% | -0.2% |
| 30D | +7.1% | +27.8% | -20.6% | +3.6% |
| 3M | +12.8% | +42.0% | -29.2% | +7.4% |
| 6M | +1.8% | +58.1% | -56.3% | -4.6% |
| YTD | +30.0% | +105.0% | -75.0% | +17.4% |
| 1Y | +24.3% | +104.9% | -80.6% | +12.1% |
| 3Y | +84.3% | +134.1% | -49.8% | +60.9% |
| 5Y | +25.9% | +363.8% | -337.9% | -2.8% |
| 10Y | +61.1% | +370.1% | -309.0% | +14.1% |
| All | +61.1% | +371.8% | -310.7% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded PSX 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling