-59.1%
PD price history and return analytics
+141.9%
-201.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -3.8% |
| 7D | -6.3% | +0.4% | -6.7% | -6.9% |
| 30D | -3.1% | -2.6% | -0.5% | +0.5% |
| 3M | +34.0% | -3.2% | +37.2% | +39.8% |
| 6M | +114.8% | +0.9% | +113.9% | +109.0% |
| YTD | +19.5% | +11.3% | +8.1% | -0.7% |
| 1Y | +1.1% | +14.0% | -12.9% | -19.4% |
| 3Y | -24.3% | +75.8% | -100.2% | -67.9% |
| 5Y | -63.8% | +57.8% | -121.6% | -81.3% |
| All | -59.1% | +141.9% | -201.0% | -86.0% |
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