-56.6%
PD vs VT
+141.1%
-197.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -6.4% | -1.6% | -4.8% | -4.2% |
| 30D | +8.3% | -2.5% | +10.8% | +12.3% |
| 3M | +49.6% | -1.3% | +50.9% | +52.1% |
| 6M | +126.0% | +3.1% | +122.9% | +112.5% |
| YTD | +26.7% | +10.9% | +15.8% | +5.9% |
| 1Y | +3.1% | +12.1% | -9.0% | -15.4% |
| 3Y | -22.5% | +73.9% | -96.4% | -66.5% |
| 5Y | -61.6% | +58.0% | -119.6% | -80.1% |
| All | -56.6% | +141.1% | -197.7% | -85.1% |
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