-47.0%
PDCC vs VT
+10.5%
-57.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.3% |
| 7D | -2.6% | -2.3% | -0.3% | -1.1% |
| 30D | -11.6% | -5.0% | -6.7% | -9.7% |
| 3M | -15.8% | -4.9% | -10.9% | -14.0% |
| 6M | -29.5% | -1.5% | -28.0% | -28.6% |
| YTD | -39.0% | +8.5% | -47.5% | -38.6% |
| 1Y | -47.0% | +11.4% | -58.4% | -46.2% |
| All | -47.0% | +10.5% | -57.5% | -46.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling