-80.3%
PDS vs VT
+363.9%
-444.2%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.7% | -6.8% | -7.6% |
| 7D | -13.2% | -0.3% | -12.9% | -13.0% |
| 30D | +3.8% | -1.4% | +5.2% | +5.7% |
| 3M | +20.2% | -1.4% | +21.6% | +22.0% |
| 6M | -4.1% | +5.5% | -9.6% | -12.9% |
| YTD | +27.3% | +12.8% | +14.5% | +2.9% |
| 1Y | +56.0% | +15.4% | +40.5% | +21.7% |
| 3Y | +52.5% | +76.9% | -24.3% | -36.8% |
| 5Y | +113.1% | +60.4% | +52.7% | +2.1% |
| 10Y | +7.2% | +232.8% | -225.6% | -80.0% |
| All | -80.3% | +363.9% | -444.2% | -97.9% |
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 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