+4.0%
PGZ vs VT
+59.8%
-55.8%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.5% | -0.9% |
| 7D | +0.1% | -0.7% | +0.8% | +0.4% |
| 30D | +3.0% | -1.7% | +4.8% | +3.8% |
| 3M | -8.6% | -2.3% | -6.3% | -7.7% |
| 6M | -4.3% | +1.5% | -5.9% | -5.3% |
| YTD | +0.5% | +12.0% | -11.6% | -5.2% |
| 1Y | -1.9% | +12.9% | -14.8% | -7.8% |
| 3Y | +48.1% | +74.9% | -26.8% | +10.9% |
| 5Y | +4.0% | +59.9% | -55.9% | -18.5% |
| All | +4.0% | +59.8% | -55.8% | -18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling