+83.1%
PWZ vs VT
+345.0%
-261.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.1% | +4.5% | +0.3% |
| 7D | +1.3% | -4.2% | +5.5% | +1.2% |
| 30D | +4.8% | -5.8% | +10.6% | +4.7% |
| 3M | -2.2% | -5.2% | +3.1% | -2.2% |
| 6M | -1.6% | +0.1% | -1.8% | -1.6% |
| YTD | -0.4% | +8.2% | -8.6% | -0.2% |
| 1Y | +0.2% | +10.1% | -9.9% | +0.4% |
| 3Y | +11.3% | +69.7% | -58.3% | +12.7% |
| 5Y | -2.0% | +53.4% | -55.4% | -1.2% |
| 10Y | +17.1% | +219.2% | -202.1% | +23.0% |
| All | +83.1% | +345.0% | -261.9% | +105.2% |
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