-62.7%
PD vs VT
+53.2%
-115.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.1% | -0.5% | +2.2% |
| 7D | -6.6% | -4.2% | -2.4% | +0.1% |
| 30D | +5.1% | -5.8% | +10.9% | +16.0% |
| 3M | +44.7% | -5.2% | +49.9% | +57.5% |
| 6M | +125.1% | +0.1% | +125.0% | +119.1% |
| YTD | +23.8% | +8.2% | +15.6% | +3.4% |
| 1Y | +5.9% | +10.1% | -4.2% | -14.9% |
| 3Y | -24.3% | +69.7% | -93.9% | -73.9% |
| 5Y | -62.7% | +53.4% | -116.1% | -82.9% |
| All | -62.7% | +53.2% | -115.9% | -82.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling