-53.6%
PDDL vs VT
+18.8%
-72.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -4.1% | +8.6% | +11.1% |
| 7D | +11.9% | -4.2% | +16.1% | +19.2% |
| 30D | +12.5% | -5.8% | +18.3% | +23.6% |
| 3M | -20.5% | -5.2% | -15.3% | -14.0% |
| 6M | -36.6% | +0.1% | -36.8% | -40.4% |
| YTD | -56.8% | +8.2% | -65.1% | -66.4% |
| 1Y | -71.0% | +10.1% | -81.1% | -78.5% |
| All | -53.6% | +18.8% | -72.4% | -74.1% |
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 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