+104.4%
PDLB vs VT
+157.6%
-53.3%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.1% | +2.5% | +1.5% |
| 7D | -3.7% | -4.2% | +0.4% | -0.7% |
| 30D | +7.3% | -5.8% | +13.1% | +12.1% |
| 3M | +6.7% | -5.2% | +11.9% | +10.9% |
| 6M | +23.3% | +0.1% | +23.1% | +22.5% |
| YTD | +33.5% | +8.2% | +25.3% | +24.6% |
| 1Y | +47.2% | +10.1% | +37.1% | +35.6% |
| 3Y | +168.2% | +69.7% | +98.5% | +77.5% |
| 5Y | +103.7% | +53.4% | +50.3% | +45.0% |
| All | +104.4% | +157.6% | -53.3% | -12.8% |
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