+15.1%
PZA vs VT
+221.4%
-206.3%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | 0.0% | +1.0% | -1.1% | -0.1% |
| 30D | -2.4% | -0.2% | -2.2% | -2.4% |
| 3M | -3.1% | +4.5% | -7.6% | -3.5% |
| 6M | -1.9% | +14.1% | -16.0% | -3.1% |
| YTD | -0.8% | +14.8% | -15.6% | -2.1% |
| 1Y | +2.2% | +21.2% | -19.0% | +0.4% |
| 3Y | +8.4% | +76.6% | -68.1% | +2.7% |
| 5Y | -3.6% | +66.6% | -70.2% | -8.6% |
| 10Y | +15.1% | +222.3% | -207.2% | +1.7% |
| All | +15.1% | +221.4% | -206.3% | +1.7% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling