+0.8%
PED vs VT
+11.9%
-11.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -0.3% | -10.0% | -10.6% |
| 7D | -21.3% | +2.4% | -23.7% | -18.9% |
| 30D | -8.6% | -1.5% | -7.1% | -10.9% |
| 3M | -2.8% | -4.1% | +1.3% | -10.2% |
| 6M | -15.9% | +0.6% | -16.5% | -13.0% |
| YTD | +4.6% | +11.0% | -6.5% | +40.8% |
| 1Y | +0.8% | +13.3% | -12.6% | +38.4% |
| All | +0.8% | +11.9% | -11.1% | +38.4% |
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