-99.9%
PED vs VT
+374.2%
-474.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +8.0% | +0.4% | +7.5% | +7.9% |
| 30D | +43.3% | +1.0% | +42.3% | +43.0% |
| 3M | +4.1% | +2.4% | +1.8% | +3.5% |
| 6M | +21.9% | +12.0% | +9.9% | +18.2% |
| YTD | +28.0% | +15.3% | +12.7% | +23.2% |
| 1Y | +15.6% | +22.6% | -6.9% | +9.7% |
| 3Y | -27.6% | +74.7% | -102.2% | -36.6% |
| 5Y | -39.7% | +66.1% | -105.9% | -46.9% |
| 10Y | -68.8% | +225.0% | -293.8% | -75.0% |
| All | -99.9% | +374.2% | -474.1% | -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