+461.9%
PDP vs VT
+374.2%
+87.7%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.8% | +1.8% |
| 7D | +1.8% | +0.4% | +1.3% | +1.3% |
| 30D | -1.8% | +1.0% | -2.8% | -2.7% |
| 3M | -6.5% | +2.4% | -8.9% | -8.3% |
| 6M | +7.2% | +12.0% | -4.8% | -3.4% |
| YTD | +17.0% | +15.3% | +1.6% | +2.6% |
| 1Y | +21.7% | +22.6% | -0.9% | +0.9% |
| 3Y | +67.3% | +74.7% | -7.4% | -0.1% |
| 5Y | +44.8% | +66.1% | -21.3% | -8.4% |
| 10Y | +223.8% | +225.0% | -1.2% | +13.3% |
| All | +461.9% | +374.2% | +87.7% | +43.6% |
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 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