-2.7%
PZT vs VT
+53.4%
-56.1%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | +1.7% | -2.3% | +4.1% | +2.0% |
| 30D | +6.8% | -5.0% | +11.7% | +7.3% |
| 3M | -1.7% | -4.9% | +3.2% | -1.2% |
| 6M | -2.1% | -1.5% | -0.5% | -1.9% |
| YTD | 0.0% | +8.5% | -8.4% | -0.8% |
| 1Y | -0.4% | +11.4% | -11.7% | -1.5% |
| 3Y | +12.6% | +70.1% | -57.4% | +6.8% |
| All | -2.7% | +53.4% | -56.1% | -8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling