+67.0%
PDT vs VT
+224.5%
-157.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -0.9% | -0.9% |
| 7D | -1.5% | +0.4% | -1.9% | -1.9% |
| 30D | -1.3% | +1.0% | -2.3% | -2.2% |
| 3M | -0.6% | +2.4% | -3.0% | -3.0% |
| 6M | -4.1% | +12.0% | -16.1% | -14.0% |
| YTD | +3.3% | +15.3% | -12.0% | -10.0% |
| 1Y | +0.8% | +22.6% | -21.8% | -17.1% |
| 3Y | +57.5% | +74.7% | -17.1% | -9.1% |
| 5Y | +9.8% | +66.1% | -56.3% | -34.0% |
| All | +67.0% | +224.5% | -157.5% | -52.0% |
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 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