+17.9%
PSDM vs VT
+64.6%
-46.7%
-1.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +0.3% | -1.6% | +1.9% | +0.3% |
| 30D | +0.8% | -2.5% | +3.3% | +0.9% |
| 3M | 0.0% | -1.3% | +1.3% | +0.1% |
| 6M | +0.5% | +3.1% | -2.6% | +0.4% |
| YTD | +1.3% | +10.9% | -9.7% | +0.9% |
| 1Y | +2.2% | +12.1% | -9.9% | +1.8% |
| 3Y | +16.5% | +73.9% | -57.4% | +13.1% |
| All | +17.9% | +64.6% | -46.7% | +14.9% |
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 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