-35.7%
PED price history and return analytics
+66.2%
-102.0%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.4% |
| 7D | +6.4% | +1.0% | +5.4% | +5.9% |
| 30D | +38.1% | -0.2% | +38.3% | +38.3% |
| 3M | +9.2% | +4.5% | +4.6% | +6.6% |
| 6M | -3.2% | +14.1% | -17.3% | -11.0% |
| YTD | +30.8% | +14.8% | +16.0% | +19.2% |
| 1Y | +23.1% | +21.2% | +1.9% | +7.9% |
| 3Y | -31.5% | +76.6% | -108.1% | -54.9% |
| 5Y | -35.7% | +66.6% | -102.3% | -50.5% |
| All | -35.7% | +66.2% | -102.0% | -50.5% |
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 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