+65.5%
VZ vs PWR
+1,915.1%
-1,849.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +9.4% | -8.5% | +0.4% |
| 7D | +2.2% | -4.8% | +7.0% | +2.3% |
| 30D | +10.6% | -16.2% | +26.8% | +11.3% |
| 3M | -0.6% | -11.9% | +11.3% | -0.3% |
| 6M | +0.7% | -20.6% | +21.3% | +1.5% |
| YTD | +20.6% | +40.3% | -19.6% | +16.4% |
| 1Y | +22.7% | +33.0% | -10.3% | +18.9% |
| 3Y | +57.2% | +250.0% | -192.8% | +34.9% |
| 5Y | +21.4% | +404.2% | -382.8% | -2.3% |
| 10Y | +65.5% | +1,865.8% | -1,800.3% | +8.2% |
| All | +65.5% | +1,915.1% | -1,849.6% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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