+65.5%
VZ vs PSX
+348.3%
-282.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.9% |
| 7D | +2.1% | -13.1% | +15.3% | +4.0% |
| 30D | +1.4% | -9.5% | +10.9% | +2.6% |
| 3M | -1.3% | +20.2% | -21.5% | -3.9% |
| 6M | -0.5% | +44.9% | -45.4% | -5.8% |
| YTD | +19.6% | +94.4% | -74.8% | +8.7% |
| 1Y | +22.4% | +83.1% | -60.7% | +12.0% |
| 3Y | +55.9% | +132.2% | -76.3% | +36.0% |
| 5Y | +20.4% | +278.8% | -258.4% | -4.1% |
| All | +65.5% | +348.3% | -282.8% | +22.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling