-71.1%
PD vs VT
+66.2%
-137.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | -1.5% | +0.4% | -2.0% | -2.3% |
| 30D | +21.4% | +1.0% | +20.4% | +19.4% |
| 3M | +43.4% | +2.4% | +41.0% | +36.0% |
| 6M | +78.7% | +12.0% | +66.7% | +42.8% |
| YTD | +3.9% | +15.3% | -11.4% | -21.7% |
| 1Y | -17.8% | +22.6% | -40.4% | -45.2% |
| 3Y | -42.7% | +74.7% | -117.4% | -80.8% |
| All | -71.1% | +66.2% | -137.2% | -88.5% |
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