-64.4%
PD vs VT
+150.7%
-215.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | -1.5% | +0.4% | -2.0% | -2.2% |
| 30D | +21.4% | +1.0% | +20.4% | +19.7% |
| 3M | +43.4% | +2.4% | +41.0% | +37.1% |
| 6M | +78.7% | +12.0% | +66.7% | +48.3% |
| YTD | +3.9% | +15.3% | -11.4% | -17.7% |
| 1Y | -17.8% | +22.6% | -40.4% | -40.9% |
| 3Y | -42.7% | +74.7% | -117.4% | -75.3% |
| 5Y | -71.3% | +66.1% | -137.4% | -86.1% |
| All | -64.4% | +150.7% | -215.0% | -88.4% |
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