+386.4%
PL vs VLTO
+54.8%
+331.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +0.5% | +9.9% | +10.2% |
| 7D | -6.8% | +5.4% | -12.2% | -8.8% |
| 30D | -29.3% | +22.3% | -51.6% | -35.7% |
| 3M | -44.8% | +19.6% | -64.4% | -49.3% |
| 6M | -68.4% | +35.2% | -103.5% | -73.5% |
| YTD | -36.4% | +17.9% | -54.2% | -41.0% |
| 1Y | +0.7% | +19.5% | -18.8% | -8.0% |
| 3Y | +455.3% | +73.9% | +381.4% | +279.3% |
| All | +386.4% | +54.8% | +331.6% | +262.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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