+18.2%
PDPA vs VT
+28.8%
-10.5%
-2.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +0.9% | -2.3% | +3.2% | +1.0% |
| 30D | +1.3% | -5.0% | +6.2% | +1.5% |
| 3M | +1.5% | -4.9% | +6.4% | +1.8% |
| 6M | +3.5% | -1.5% | +5.0% | +3.6% |
| YTD | +6.3% | +8.5% | -2.2% | +5.8% |
| 1Y | +7.3% | +11.4% | -4.1% | +6.6% |
| All | +18.2% | +28.8% | -10.5% | +15.9% |
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