-45.6%
PDCC vs VT
+38.9%
-84.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.2% | -0.1% |
| 7D | -0.4% | -1.6% | +1.2% | 0.0% |
| 30D | -11.3% | -2.5% | -8.8% | -10.8% |
| 3M | -14.1% | -1.3% | -12.8% | -13.9% |
| 6M | -21.8% | +3.1% | -24.8% | -22.3% |
| YTD | -38.1% | +10.9% | -49.0% | -39.5% |
| 1Y | -46.2% | +12.1% | -58.2% | -47.5% |
| All | -45.6% | +38.9% | -84.6% | -49.6% |
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