-98.9%
PETZ vs VT
+175.2%
-274.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | 0.0% | -6.6% | -6.6% |
| 7D | +19.3% | +0.4% | +18.9% | +18.7% |
| 30D | +18.3% | +1.0% | +17.4% | +17.3% |
| 3M | +20.3% | +2.4% | +18.0% | +17.1% |
| 6M | +21.5% | +12.0% | +9.5% | +9.2% |
| YTD | +56.0% | +15.3% | +40.7% | +36.8% |
| 1Y | +38.1% | +22.6% | +15.5% | +14.4% |
| 3Y | +17.4% | +74.7% | -57.3% | -30.9% |
| 5Y | -96.6% | +66.1% | -162.7% | -97.8% |
| All | -98.9% | +175.2% | -274.1% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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