+202.4%
PIZ vs VT
+374.2%
-171.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +0.8% | +0.4% | +0.4% | +0.4% |
| 30D | +0.1% | +1.0% | -0.8% | -0.8% |
| 3M | -3.3% | +2.4% | -5.7% | -5.2% |
| 6M | +2.9% | +12.0% | -9.1% | -6.9% |
| YTD | +11.9% | +15.3% | -3.4% | -1.5% |
| 1Y | +19.8% | +22.6% | -2.8% | -0.5% |
| 3Y | +88.4% | +74.7% | +13.7% | +11.8% |
| 5Y | +41.7% | +66.1% | -24.5% | -11.6% |
| 10Y | +165.6% | +225.0% | -59.4% | -12.5% |
| All | +202.4% | +374.2% | -171.8% | -27.8% |
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