+14.2%
PDO vs VT
+85.7%
-71.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.4% | +0.3% |
| 7D | -3.4% | +2.4% | -5.8% | -4.5% |
| 30D | -0.2% | -1.5% | +1.3% | +0.5% |
| 3M | -7.2% | -4.1% | -3.1% | -5.4% |
| 6M | -4.0% | +0.6% | -4.6% | -4.5% |
| YTD | -6.8% | +11.0% | -17.9% | -11.9% |
| 1Y | -5.6% | +13.3% | -19.0% | -11.7% |
| 3Y | +44.5% | +73.4% | -28.9% | +7.8% |
| 5Y | +7.0% | +57.4% | -50.4% | -20.8% |
| All | +14.2% | +85.7% | -71.5% | -17.9% |
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 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