+0.7%
PZG vs VT
+226.5%
-225.8%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -2.1% | +0.4% | -2.5% | -2.3% |
| 30D | +2.9% | +1.0% | +1.9% | +2.4% |
| 3M | +4.4% | +2.4% | +2.1% | +3.6% |
| 6M | -42.0% | +12.0% | -54.0% | -44.8% |
| YTD | +11.9% | +15.3% | -3.4% | +5.0% |
| 1Y | +35.6% | +22.6% | +13.0% | +23.6% |
| 3Y | +344.8% | +74.7% | +270.1% | +240.1% |
| 5Y | +51.6% | +66.1% | -14.5% | +17.6% |
| 10Y | -25.8% | +225.0% | -250.8% | -56.3% |
| All | +0.7% | +226.5% | -225.8% | -40.3% |
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 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