+17.2%
PWZ vs VT
+214.8%
-197.6%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.1% | +4.5% | +0.7% |
| 7D | +1.3% | -4.2% | +5.5% | +1.7% |
| 30D | +4.8% | -5.8% | +10.6% | +5.3% |
| 3M | -2.2% | -5.2% | +3.1% | -1.7% |
| 6M | -1.6% | +0.1% | -1.8% | -1.7% |
| YTD | -0.4% | +8.2% | -8.6% | -1.1% |
| 1Y | +0.2% | +10.1% | -9.9% | -0.7% |
| 3Y | +11.3% | +69.7% | -58.3% | +6.6% |
| 5Y | -2.0% | +53.4% | -55.4% | -5.8% |
| All | +17.2% | +214.8% | -197.6% | +4.7% |
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