+269.4%
PDI vs VT
+407.3%
-137.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | 0.0% | +0.4% | -0.4% | -0.3% |
| 30D | -3.0% | +1.0% | -3.9% | -3.5% |
| 3M | -5.1% | +2.4% | -7.5% | -6.5% |
| 6M | -7.4% | +12.0% | -19.4% | -13.6% |
| YTD | -4.1% | +15.3% | -19.5% | -12.1% |
| 1Y | -10.9% | +22.6% | -33.5% | -21.3% |
| 3Y | +32.0% | +74.7% | -42.7% | -6.3% |
| 5Y | +10.7% | +66.1% | -55.4% | -19.9% |
| 10Y | +82.9% | +225.0% | -142.1% | -9.4% |
| All | +269.4% | +407.3% | -137.9% | +64.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling