-15.2%
PDM vs VT
+214.8%
-230.0%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.1% | +2.0% | +2.6% |
| 7D | +3.7% | -4.2% | +7.9% | +8.8% |
| 30D | +9.2% | -5.8% | +15.0% | +16.7% |
| 3M | +2.1% | -5.2% | +7.3% | +8.4% |
| 6M | +17.2% | +0.1% | +17.1% | +15.9% |
| YTD | +18.2% | +8.2% | +10.0% | +6.5% |
| 1Y | +19.8% | +10.1% | +9.7% | +5.6% |
| 3Y | +79.0% | +69.7% | +9.3% | -4.8% |
| 5Y | -32.8% | +53.4% | -86.2% | -59.6% |
| All | -15.2% | +214.8% | -230.0% | -75.0% |
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 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