+97.8%
PDLB vs VT
+57.9%
+39.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +0.5% | -1.6% | +2.1% | +1.3% |
| 30D | +7.5% | -2.5% | +10.0% | +8.9% |
| 3M | +6.7% | -1.3% | +8.0% | +7.4% |
| 6M | +24.3% | +3.1% | +21.2% | +22.0% |
| YTD | +33.8% | +10.9% | +22.9% | +26.0% |
| 1Y | +55.5% | +12.1% | +43.4% | +45.6% |
| 3Y | +168.8% | +73.9% | +94.9% | +106.7% |
| All | +97.8% | +57.9% | +39.9% | +52.9% |
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