+64.8%
PGZ vs VT
+305.8%
-241.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.6% |
| 7D | -0.2% | +2.9% | -3.1% | -1.8% |
| 30D | +2.9% | -2.5% | +5.4% | +4.3% |
| 3M | -9.2% | -3.3% | -5.9% | -7.5% |
| 6M | -4.9% | +1.5% | -6.4% | -6.1% |
| YTD | -0.5% | +11.4% | -11.9% | -7.0% |
| 1Y | -2.9% | +11.9% | -14.8% | -9.5% |
| 3Y | +46.7% | +73.9% | -27.2% | +4.0% |
| 5Y | +2.6% | +57.9% | -55.3% | -23.4% |
| 10Y | +53.3% | +222.6% | -169.3% | -23.3% |
| All | +64.8% | +305.8% | -241.0% | -24.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling