-51.6%
PED price history and return analytics
+57.4%
-109.0%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.6% | -5.1% | -3.5% |
| 7D | -5.1% | +0.4% | -5.5% | -5.2% |
| 30D | +7.7% | -2.6% | +10.3% | +8.8% |
| 3M | +36.8% | -3.2% | +40.0% | +38.5% |
| 6M | +3.8% | +0.9% | +2.8% | +2.9% |
| YTD | +29.6% | +11.3% | +18.2% | +20.4% |
| 1Y | +25.7% | +14.0% | +11.7% | +14.8% |
| 3Y | -15.1% | +75.8% | -91.0% | -42.6% |
| 5Y | -51.6% | +57.8% | -109.5% | -60.2% |
| All | -51.6% | +57.4% | -109.0% | -60.2% |
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