-34.9%
PDCC vs VT
+44.4%
-79.3%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | +2.2% | +0.4% | +1.7% | +2.1% |
| 30D | +3.0% | +1.0% | +2.0% | +2.8% |
| 3M | -5.8% | +2.4% | -8.2% | -6.4% |
| 6M | -19.1% | +12.0% | -31.2% | -21.2% |
| YTD | -25.8% | +15.3% | -41.2% | -28.2% |
| 1Y | -38.0% | +22.6% | -60.6% | -40.9% |
| All | -34.9% | +44.4% | -79.3% | -40.2% |
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 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