-19.9%
PD vs VT
+76.6%
-96.4%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.7% | +0.6% | +0.3% |
| 7D | -5.3% | -0.3% | -5.0% | -4.9% |
| 30D | +9.0% | -1.4% | +10.5% | +11.0% |
| 3M | +50.6% | -1.4% | +52.0% | +52.9% |
| 6M | +129.1% | +5.5% | +123.6% | +110.1% |
| YTD | +29.7% | +12.8% | +16.8% | +7.0% |
| 1Y | +11.7% | +15.4% | -3.7% | -11.6% |
| All | -19.9% | +76.6% | -96.4% | -71.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling