+36.4%
PDFS vs VT
+53.2%
-16.7%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.2% | -4.1% | -9.2% | -5.9% |
| 7D | -24.2% | -4.2% | -20.1% | -17.6% |
| 30D | -36.6% | -5.8% | -30.8% | -28.4% |
| 3M | -30.2% | -5.2% | -25.0% | -21.6% |
| 6M | -25.5% | +0.1% | -25.7% | -21.8% |
| YTD | +21.0% | +8.2% | +12.8% | +13.4% |
| 1Y | +23.1% | +10.1% | +12.9% | +12.6% |
| 3Y | +25.7% | +69.7% | -44.0% | -35.9% |
| 5Y | +36.4% | +53.4% | -16.9% | -24.2% |
| All | +36.4% | +53.2% | -16.7% | -24.2% |
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 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