-89.9%
PDSB vs VT
+57.5%
-147.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.5% | -4.2% | -3.6% |
| 7D | -27.0% | -0.1% | -26.8% | -27.5% |
| 30D | -25.4% | -3.1% | -22.3% | -19.8% |
| 3M | +40.9% | -3.5% | +44.4% | +52.2% |
| 6M | -17.6% | +0.5% | -18.1% | -17.2% |
| YTD | +33.8% | +10.8% | +23.0% | +10.7% |
| 1Y | +5.6% | +11.9% | -6.3% | -14.0% |
| 3Y | -80.7% | +73.0% | -153.7% | -93.6% |
| 5Y | -89.9% | +58.6% | -148.5% | -95.6% |
| All | -89.9% | +57.5% | -147.4% | -95.6% |
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 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