+94.0%
PDLB vs VT
+174.6%
-80.6%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +1.3% | +0.4% | +0.9% | +1.0% |
| 30D | +1.3% | +1.0% | +0.3% | +0.5% |
| 3M | +10.2% | +2.4% | +7.8% | +7.9% |
| 6M | +26.5% | +12.0% | +14.5% | +15.4% |
| YTD | +26.7% | +15.3% | +11.4% | +12.9% |
| 1Y | +38.1% | +22.6% | +15.5% | +17.5% |
| 3Y | +156.1% | +74.7% | +81.4% | +66.2% |
| 5Y | +106.5% | +66.1% | +40.3% | +38.1% |
| All | +94.0% | +174.6% | -80.6% | -21.0% |
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