+53.5%
PDEC vs VT
+60.6%
-7.1%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.3% |
| 7D | -0.1% | -0.3% | +0.2% | 0.0% |
| 30D | +0.3% | -1.4% | +1.7% | +1.0% |
| 3M | +1.8% | -1.4% | +3.2% | +2.5% |
| 6M | +6.1% | +5.5% | +0.6% | +3.0% |
| YTD | +9.7% | +12.8% | -3.2% | +2.6% |
| 1Y | +12.2% | +15.4% | -3.3% | +3.7% |
| 3Y | +45.8% | +76.9% | -31.1% | +6.8% |
| 5Y | +53.5% | +60.4% | -7.0% | +15.1% |
| All | +53.5% | +60.6% | -7.1% | +15.1% |
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