-45.0%
PZG vs VT
+215.5%
-260.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.3% | +2.4% |
| 7D | +7.0% | -2.3% | +9.4% | +8.6% |
| 30D | -16.8% | -5.0% | -11.8% | -14.0% |
| 3M | -29.9% | -4.9% | -25.1% | -27.6% |
| 6M | -34.2% | -1.5% | -32.6% | -32.9% |
| YTD | -22.7% | +8.5% | -31.2% | -25.0% |
| 1Y | +0.4% | +11.4% | -11.0% | -3.9% |
| 3Y | +209.2% | +70.1% | +139.1% | +135.9% |
| 5Y | +16.1% | +53.7% | -37.6% | -7.6% |
| All | -45.0% | +215.5% | -260.5% | -73.3% |
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