-99.9%
PED vs VT
+345.0%
-444.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.1% | -0.4% | -3.7% |
| 7D | -11.9% | -4.2% | -7.7% | -11.1% |
| 30D | +9.2% | -5.8% | +15.0% | +10.6% |
| 3M | +44.5% | -5.2% | +49.7% | +46.1% |
| 6M | -14.8% | +0.1% | -15.0% | -15.1% |
| YTD | +29.1% | +8.2% | +20.9% | +25.8% |
| 1Y | +21.7% | +10.1% | +11.6% | +18.1% |
| 3Y | -19.2% | +69.7% | -88.9% | -28.9% |
| 5Y | -53.1% | +53.4% | -106.4% | -58.0% |
| 10Y | -56.7% | +219.2% | -275.9% | -65.0% |
| All | -99.9% | +345.0% | -444.9% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling