-39.5%
PDCC vs VT
+41.3%
-80.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +1.7% | +9.6% | +10.9% |
| 7D | +12.3% | -0.3% | +12.6% | +12.3% |
| 30D | -1.6% | -1.4% | -0.1% | -1.2% |
| 3M | -2.6% | -1.4% | -1.2% | -2.3% |
| 6M | -13.8% | +5.5% | -19.3% | -14.9% |
| YTD | -31.0% | +12.8% | -43.9% | -32.9% |
| 1Y | -40.7% | +15.4% | -56.2% | -42.6% |
| All | -39.5% | +41.3% | -80.8% | -44.1% |
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