-85.8%
PDC vs VT
+61.8%
-147.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +21.4% | +0.2% | +21.2% | +21.0% |
| 7D | +1.6% | -2.3% | +3.9% | +5.7% |
| 30D | -22.7% | -5.0% | -17.8% | -16.7% |
| 3M | -16.9% | -4.9% | -12.1% | -11.2% |
| 6M | -67.2% | -1.5% | -65.7% | -67.1% |
| YTD | -60.6% | +8.5% | -69.1% | -66.8% |
| 1Y | -32.7% | +11.4% | -44.1% | -46.3% |
| 3Y | -15.0% | +70.1% | -85.1% | -63.1% |
| All | -85.8% | +61.8% | -147.7% | -95.0% |
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