+66.4%
PDBC vs VT
+222.5%
-156.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.1% | +4.7% | +1.9% |
| 7D | -6.8% | -4.2% | -2.6% | -5.6% |
| 30D | -3.7% | -5.8% | +2.1% | -1.9% |
| 3M | +10.4% | -5.2% | +15.6% | +12.2% |
| 6M | +0.8% | +0.1% | +0.7% | +0.3% |
| YTD | +41.4% | +8.2% | +33.2% | +36.3% |
| 1Y | +43.4% | +10.1% | +33.2% | +37.2% |
| 3Y | +43.3% | +69.7% | -26.3% | +15.4% |
| 5Y | +68.6% | +53.4% | +15.2% | +40.1% |
| 10Y | +145.6% | +219.2% | -73.6% | +47.5% |
| All | +66.4% | +222.5% | -156.1% | -1.7% |
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