-38.2%
PED vs VT
+66.2%
-104.4%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +8.0% | +0.4% | +7.5% | +7.8% |
| 30D | +43.3% | +1.0% | +42.3% | +42.7% |
| 3M | +4.1% | +2.4% | +1.8% | +2.8% |
| 6M | +21.9% | +12.0% | +9.9% | +13.5% |
| YTD | +28.0% | +15.3% | +12.7% | +16.4% |
| 1Y | +15.6% | +22.6% | -6.9% | +0.7% |
| 3Y | -27.6% | +74.7% | -102.2% | -51.7% |
| All | -38.2% | +66.2% | -104.4% | -51.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling