-98.6%
PDSB vs VT
+66.2%
-164.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +4.3% | +0.4% | +3.8% | +3.4% |
| 30D | -69.7% | +1.0% | -70.7% | -70.2% |
| 3M | -82.0% | +2.4% | -84.3% | -82.7% |
| 6M | -68.6% | +12.0% | -80.6% | -74.5% |
| YTD | -71.4% | +15.3% | -86.8% | -78.2% |
| 1Y | -82.0% | +22.6% | -104.6% | -87.8% |
| 3Y | -96.4% | +74.7% | -171.0% | -98.8% |
| All | -98.6% | +66.2% | -164.8% | -99.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling