+46.7%
PDBA vs VT
+89.2%
-42.5%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.5% |
| 7D | -2.3% | -0.3% | -2.0% | -2.3% |
| 30D | -7.1% | -1.4% | -5.6% | -6.9% |
| 3M | -4.3% | -1.4% | -2.9% | -4.2% |
| 6M | -6.3% | +5.5% | -11.8% | -7.1% |
| YTD | +3.9% | +12.8% | -8.9% | +2.0% |
| 1Y | +3.0% | +15.4% | -12.5% | +0.7% |
| 3Y | +33.8% | +76.9% | -43.1% | +22.7% |
| All | +46.7% | +89.2% | -42.5% | +32.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling