-55.8%
PODC vs VT
+66.9%
-122.8%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +0.2% | +9.4% | +9.4% |
| 7D | -18.8% | -2.3% | -16.5% | -16.0% |
| 30D | -9.8% | -5.0% | -4.8% | -3.9% |
| 3M | -41.4% | -4.9% | -36.5% | -37.6% |
| 6M | -48.9% | -1.5% | -47.4% | -47.6% |
| YTD | -21.5% | +8.5% | -29.9% | -25.9% |
| 1Y | -14.4% | +11.4% | -25.8% | -21.1% |
| 3Y | -23.9% | +70.1% | -94.0% | -49.7% |
| All | -55.8% | +66.9% | -122.8% | -69.5% |
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