+73.9%
PZT vs VT
+346.0%
-272.1%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | +1.7% | -2.3% | +4.1% | +1.8% |
| 30D | +6.8% | -5.0% | +11.7% | +7.0% |
| 3M | -1.7% | -4.9% | +3.2% | -1.5% |
| 6M | -2.1% | -1.5% | -0.5% | -2.0% |
| YTD | 0.0% | +8.5% | -8.4% | -0.3% |
| 1Y | -0.4% | +11.4% | -11.7% | -0.9% |
| 3Y | +12.6% | +70.1% | -57.4% | +10.1% |
| 5Y | -2.7% | +53.7% | -56.4% | -4.7% |
| 10Y | +17.5% | +220.0% | -202.5% | +12.5% |
| All | +73.9% | +346.0% | -272.1% | +65.5% |
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 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