-49.6%
PED vs VT
+224.4%
-273.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +1.0% | +1.8% |
| 7D | -10.0% | -0.7% | -9.3% | -9.9% |
| 30D | +2.9% | -1.7% | +4.6% | +3.3% |
| 3M | +19.6% | -2.3% | +21.9% | +20.3% |
| 6M | -2.9% | +1.5% | -4.4% | -3.6% |
| YTD | +21.6% | +12.0% | +9.6% | +16.5% |
| 1Y | +14.1% | +12.9% | +1.2% | +8.9% |
| 3Y | -19.9% | +74.9% | -94.8% | -33.7% |
| 5Y | -49.9% | +59.9% | -109.8% | -58.3% |
| 10Y | -49.6% | +224.6% | -274.2% | -19.9% |
| All | -49.6% | +224.4% | -273.9% | -19.9% |
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