+116.1%
PYZ vs VT
+214.8%
-98.7%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.1% | +0.4% | +1.3% |
| 7D | -4.8% | -4.2% | -0.7% | +0.1% |
| 30D | -7.0% | -5.8% | -1.2% | 0.0% |
| 3M | -13.4% | -5.2% | -8.2% | -7.6% |
| 6M | -16.1% | +0.1% | -16.3% | -16.3% |
| YTD | -1.0% | +8.2% | -9.2% | -9.8% |
| 1Y | +8.9% | +10.1% | -1.2% | -2.7% |
| 3Y | +44.4% | +69.7% | -25.3% | -23.3% |
| 5Y | +20.4% | +53.4% | -33.0% | -27.1% |
| All | +116.1% | +214.8% | -98.7% | -44.5% |
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