-89.2%
PDSB vs VT
+53.4%
-142.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.2% | +4.9% | +4.6% |
| 7D | -14.6% | -2.3% | -12.3% | -10.1% |
| 30D | +15.5% | -5.0% | +20.4% | +31.4% |
| 3M | +64.7% | -4.9% | +69.5% | +85.5% |
| 6M | +16.0% | -1.5% | +17.6% | +23.1% |
| YTD | +59.7% | +8.5% | +51.3% | +39.7% |
| 1Y | +38.4% | +11.4% | +27.0% | +15.2% |
| 3Y | -73.7% | +70.1% | -143.7% | -90.8% |
| All | -89.2% | +53.4% | -142.7% | -95.0% |
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