+1,340.0%
PDEX vs VT
+214.8%
+1,125.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.1% | +0.5% | -0.8% |
| 7D | -0.6% | -4.2% | +3.5% | +2.3% |
| 30D | -5.7% | -5.8% | +0.1% | -1.8% |
| 3M | -7.7% | -5.2% | -2.4% | -4.3% |
| 6M | +9.3% | +0.1% | +9.2% | +9.7% |
| YTD | +59.0% | +8.2% | +50.8% | +51.9% |
| 1Y | +89.2% | +10.1% | +79.1% | +78.8% |
| 3Y | +240.0% | +69.7% | +170.3% | +141.2% |
| 5Y | +144.9% | +53.4% | +91.5% | +85.2% |
| All | +1,340.0% | +214.8% | +1,125.2% | +692.5% |
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