+105.0%
PDT vs VT
+222.7%
-117.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.2% |
| 7D | -0.5% | +2.9% | -3.4% | -3.0% |
| 30D | +0.3% | -2.5% | +2.8% | +2.3% |
| 3M | -4.3% | -3.3% | -1.0% | -1.8% |
| 6M | -4.8% | +1.5% | -6.3% | -6.8% |
| YTD | +0.3% | +11.4% | -11.1% | -10.1% |
| 1Y | -2.2% | +11.9% | -14.1% | -12.8% |
| 3Y | +49.6% | +73.9% | -24.3% | -13.7% |
| 5Y | +3.1% | +57.9% | -54.8% | -35.0% |
| All | +105.0% | +222.7% | -117.7% | -34.9% |
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