-65.2%
PD vs VT
+149.4%
-214.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -1.5% |
| 7D | -5.1% | +1.0% | -6.1% | -6.5% |
| 30D | +13.9% | -0.2% | +14.2% | +14.3% |
| 3M | +47.3% | +4.5% | +42.8% | +36.8% |
| 6M | +66.9% | +14.1% | +52.9% | +34.9% |
| YTD | +1.6% | +14.8% | -13.2% | -18.9% |
| 1Y | -22.4% | +21.2% | -43.6% | -43.3% |
| 3Y | -43.1% | +76.6% | -119.6% | -75.8% |
| 5Y | -71.1% | +66.6% | -137.7% | -86.0% |
| All | -65.2% | +149.4% | -214.6% | -88.6% |
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