-63.8%
PDYN vs VT
+10.7%
-74.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -4.1% | -11.1% | -4.4% |
| 7D | -26.5% | -4.2% | -22.3% | -16.8% |
| 30D | -49.5% | -5.8% | -43.7% | -40.1% |
| 3M | -54.7% | -5.2% | -49.4% | -46.9% |
| 6M | -55.9% | +0.1% | -56.1% | -53.9% |
| YTD | -36.5% | +8.2% | -44.7% | -47.8% |
| 1Y | -63.8% | +10.1% | -74.0% | -71.7% |
| All | -63.8% | +10.7% | -74.5% | -71.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling