+528.2%
PDT vs VT
+374.2%
+154.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -0.9% | -0.9% |
| 7D | -1.5% | +0.4% | -1.9% | -1.8% |
| 30D | -1.3% | +1.0% | -2.3% | -2.0% |
| 3M | -0.6% | +2.4% | -3.0% | -2.4% |
| 6M | -4.1% | +12.0% | -16.1% | -11.7% |
| YTD | +3.3% | +15.3% | -12.0% | -6.9% |
| 1Y | +0.8% | +22.6% | -21.8% | -13.0% |
| 3Y | +57.5% | +74.7% | -17.1% | +5.4% |
| 5Y | +9.8% | +66.1% | -56.3% | -24.5% |
| 10Y | +67.4% | +225.0% | -157.6% | -24.7% |
| All | +528.2% | +374.2% | +154.0% | +106.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling