+22.4%
VZ vs PWR
+423.6%
-401.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | +0.9% | +19.1% | -18.1% | +1.7% |
| 30D | +6.9% | -12.0% | +18.9% | +6.6% |
| 3M | +0.6% | -10.6% | +11.2% | +0.4% |
| 6M | +0.3% | -20.8% | +21.1% | +0.2% |
| YTD | +21.9% | +43.7% | -21.8% | +22.5% |
| 1Y | +21.7% | +35.0% | -13.3% | +22.2% |
| 3Y | +58.5% | +249.4% | -190.9% | +52.4% |
| 5Y | +22.4% | +422.1% | -399.7% | +15.5% |
| All | +22.4% | +423.6% | -401.2% | +15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling