-44.7%
PDCC vs VT
+35.5%
-80.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -4.1% | -4.6% | -7.3% |
| 7D | -0.9% | -4.2% | +3.3% | +0.6% |
| 30D | -10.8% | -5.8% | -5.0% | -9.1% |
| 3M | -12.5% | -5.2% | -7.2% | -11.0% |
| 6M | -23.8% | +0.1% | -24.0% | -23.5% |
| YTD | -37.0% | +8.2% | -45.2% | -37.8% |
| 1Y | -45.1% | +10.1% | -55.3% | -46.0% |
| All | -44.7% | +35.5% | -80.2% | -48.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling