-70.8%
PZZA vs VT
+221.8%
-292.6%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.3% | +4.3% | +4.2% |
| 7D | +1.0% | +2.4% | -1.4% | -0.8% |
| 30D | +3.7% | -1.5% | +5.2% | +4.8% |
| 3M | -18.5% | -4.1% | -14.3% | -15.9% |
| 6M | -38.3% | +0.6% | -38.8% | -39.0% |
| YTD | -46.8% | +11.0% | -57.9% | -51.7% |
| 1Y | -49.2% | +13.3% | -62.5% | -54.6% |
| 3Y | -65.4% | +73.4% | -138.8% | -77.8% |
| 5Y | -82.3% | +57.4% | -139.7% | -87.9% |
| All | -70.8% | +221.8% | -292.6% | -88.9% |
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