+1,274.7%
PDEX vs VT
+224.5%
+1,050.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.9% | 0.0% | +18.9% | +18.9% |
| 7D | +17.3% | +0.4% | +16.9% | +17.0% |
| 30D | +10.7% | +1.0% | +9.8% | +10.0% |
| 3M | +9.6% | +2.4% | +7.2% | +8.1% |
| 6M | +52.8% | +12.0% | +40.8% | +42.4% |
| YTD | +90.8% | +15.3% | +75.4% | +74.5% |
| 1Y | +60.5% | +22.6% | +37.9% | +41.0% |
| 3Y | +321.7% | +74.7% | +247.0% | +192.4% |
| 5Y | +182.3% | +66.1% | +116.2% | +101.9% |
| All | +1,274.7% | +224.5% | +1,050.2% | +543.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling