-36.4%
PZG vs VT
+224.4%
-260.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.3% | -1.8% |
| 7D | +0.6% | -0.7% | +1.3% | +1.1% |
| 30D | -14.9% | -1.7% | -13.1% | -13.7% |
| 3M | -36.4% | -2.3% | -34.1% | -35.3% |
| 6M | -36.8% | +1.5% | -38.4% | -36.8% |
| YTD | -22.3% | +12.0% | -34.4% | -26.0% |
| 1Y | -8.5% | +12.9% | -21.4% | -13.2% |
| 3Y | +205.0% | +74.9% | +130.0% | +129.2% |
| 5Y | +16.0% | +59.9% | -43.9% | -9.7% |
| 10Y | -36.4% | +224.6% | -261.1% | -65.2% |
| All | -36.4% | +224.4% | -260.8% | -65.2% |
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 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