-89.5%
PDYN vs VT
+70.1%
-159.7%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.6% |
| 7D | -0.9% | +0.4% | -1.3% | -1.5% |
| 30D | -4.4% | +1.0% | -5.3% | -5.7% |
| 3M | -30.0% | +2.4% | -32.4% | -31.8% |
| 6M | -23.1% | +12.0% | -35.2% | -35.1% |
| YTD | +34.0% | +15.3% | +18.7% | +9.0% |
| 1Y | -18.4% | +22.6% | -41.0% | -38.7% |
| 3Y | +396.5% | +74.7% | +321.9% | +143.2% |
| All | -89.5% | +70.1% | -159.7% | -94.9% |
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