-94.2%
PDYN vs VT
+66.4%
-160.6%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -3.9% |
| 7D | -19.2% | -0.3% | -18.9% | -18.7% |
| 30D | -37.7% | -1.4% | -36.3% | -35.8% |
| 3M | -46.8% | -1.4% | -45.4% | -45.2% |
| 6M | -51.1% | +5.5% | -56.5% | -54.1% |
| YTD | -25.1% | +12.8% | -37.9% | -36.5% |
| 1Y | -55.0% | +15.4% | -70.4% | -62.9% |
| 3Y | +488.6% | +76.9% | +411.7% | +188.0% |
| 5Y | -92.4% | +60.4% | -152.8% | -95.9% |
| All | -94.2% | +66.4% | -160.6% | -97.0% |
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