-87.8%
PDC vs VT
+65.5%
-153.3%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | 0.0% | -8.0% | -8.0% |
| 7D | +7.4% | -1.6% | +9.0% | +10.4% |
| 30D | -36.7% | -2.5% | -34.2% | -34.7% |
| 3M | -33.6% | -1.3% | -32.3% | -33.8% |
| 6M | -73.7% | +3.1% | -76.8% | -75.7% |
| YTD | -66.2% | +10.9% | -77.1% | -72.5% |
| 1Y | -49.0% | +12.1% | -61.0% | -59.4% |
| 3Y | -28.2% | +73.9% | -102.1% | -70.0% |
| All | -87.8% | +65.5% | -153.3% | -95.9% |
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