-30.4%
PZG vs VT
+207.1%
-237.5%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.3% | +2.4% |
| 7D | +7.0% | -2.3% | +9.4% | +8.5% |
| 30D | -16.8% | -5.0% | -11.8% | -14.2% |
| 3M | -29.9% | -4.9% | -25.1% | -27.7% |
| 6M | -34.2% | -1.5% | -32.6% | -33.0% |
| YTD | -22.7% | +8.5% | -31.2% | -24.8% |
| 1Y | +0.4% | +11.4% | -11.0% | -3.5% |
| 3Y | +209.2% | +70.1% | +139.1% | +141.3% |
| 5Y | +16.1% | +53.7% | -37.6% | -5.9% |
| 10Y | -43.4% | +220.0% | -263.3% | -65.8% |
| All | -30.4% | +207.1% | -237.5% | -57.2% |
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 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