-32.7%
PDM price history and return analytics
+59.8%
-92.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | -0.7% |
| 7D | -0.6% | -0.7% | +0.1% | 0.0% |
| 30D | +10.1% | -1.7% | +11.9% | +12.0% |
| 3M | +7.1% | -2.3% | +9.4% | +9.5% |
| 6M | +20.7% | +1.5% | +19.2% | +17.8% |
| YTD | +20.0% | +12.0% | +8.0% | +4.5% |
| 1Y | +21.9% | +12.9% | +9.1% | +5.1% |
| 3Y | +97.2% | +74.9% | +22.3% | +3.4% |
| 5Y | -32.7% | +59.9% | -92.6% | -61.3% |
| All | -32.7% | +59.8% | -92.4% | -61.3% |
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