+260.4%
PDI vs VT
+376.0%
-115.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.1% | +1.9% | +0.1% |
| 7D | +1.3% | -4.2% | +5.4% | +3.7% |
| 30D | +2.3% | -5.8% | +8.1% | +5.9% |
| 3M | -5.3% | -5.2% | -0.1% | -2.4% |
| 6M | -10.1% | +0.1% | -10.3% | -10.4% |
| YTD | -6.5% | +8.2% | -14.7% | -11.1% |
| 1Y | -7.1% | +10.1% | -17.2% | -12.6% |
| 3Y | +27.4% | +69.7% | -42.3% | -8.1% |
| 5Y | +10.0% | +53.4% | -43.3% | -16.6% |
| 10Y | +81.6% | +219.2% | -137.6% | -8.0% |
| All | +260.4% | +376.0% | -115.7% | +66.1% |
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 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