+11.5%
PWZ vs VT
+69.4%
-57.8%
-9.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.1% | +4.5% | +0.9% |
| 7D | +1.3% | -4.2% | +5.5% | +1.8% |
| 30D | +4.8% | -5.8% | +10.6% | +5.6% |
| 3M | -2.2% | -5.2% | +3.1% | -1.5% |
| 6M | -1.6% | +0.1% | -1.8% | -1.7% |
| YTD | -0.4% | +8.2% | -8.6% | -1.5% |
| 1Y | +0.2% | +10.1% | -9.9% | -1.2% |
| All | +11.5% | +69.4% | -57.8% | +0.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling