+58.4%
PBDC vs VT
+105.6%
-47.2%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +2.9% | +1.6% |
| 7D | +0.3% | -4.2% | +4.5% | +3.3% |
| 30D | +2.8% | -5.8% | +8.6% | +7.0% |
| 3M | +0.5% | -5.2% | +5.7% | +4.1% |
| 6M | -3.7% | +0.1% | -3.8% | -4.3% |
| YTD | -6.7% | +8.2% | -14.9% | -12.3% |
| 1Y | -3.9% | +10.1% | -14.0% | -10.9% |
| 3Y | +15.5% | +69.7% | -54.2% | -22.5% |
| All | +58.4% | +105.6% | -47.2% | -8.3% |
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