+12.7%
PDFS price history and return analytics
+57.0%
-44.4%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -0.3% | -8.7% | -8.5% |
| 7D | -1.7% | +2.4% | -4.0% | -5.4% |
| 30D | -12.8% | -1.5% | -11.3% | -9.0% |
| 3M | -26.6% | -4.1% | -22.4% | -18.9% |
| 6M | -28.3% | +0.6% | -28.8% | -25.4% |
| YTD | +29.6% | +11.0% | +18.6% | +16.2% |
| 1Y | +47.1% | +13.3% | +33.7% | +28.0% |
| 3Y | +25.3% | +73.4% | -48.1% | -39.4% |
| All | +12.7% | +57.0% | -44.4% | -36.3% |
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