-13.4%
PDM vs VT
+228.2%
-241.6%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.7% | +3.6% | +3.4% |
| 7D | +9.7% | -0.3% | +10.0% | +10.1% |
| 30D | +12.4% | -1.4% | +13.8% | +14.1% |
| 3M | +3.9% | -1.4% | +5.3% | +5.5% |
| 6M | +24.2% | +5.5% | +18.7% | +15.8% |
| YTD | +20.7% | +12.8% | +7.9% | +3.8% |
| 1Y | +24.8% | +15.4% | +9.4% | +4.3% |
| 3Y | +82.8% | +76.9% | +5.9% | -7.3% |
| 5Y | -29.8% | +60.4% | -90.2% | -59.8% |
| All | -13.4% | +228.2% | -241.6% | -75.6% |
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