+52.0%
PGZ vs VT
+223.7%
-171.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.6% | -0.6% |
| 7D | +3.3% | +0.4% | +2.9% | +3.0% |
| 30D | +4.0% | -2.6% | +6.6% | +5.6% |
| 3M | -7.9% | -3.2% | -4.7% | -6.1% |
| 6M | -3.4% | +0.9% | -4.3% | -4.3% |
| YTD | +1.6% | +11.3% | -9.7% | -5.5% |
| 1Y | 0.0% | +14.0% | -14.0% | -8.4% |
| 3Y | +48.9% | +75.8% | -26.9% | +1.8% |
| 5Y | +4.2% | +57.8% | -53.6% | -23.9% |
| 10Y | +52.0% | +219.8% | -167.8% | -32.1% |
| All | +52.0% | +223.7% | -171.6% | -32.1% |
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