-99.5%
PLAG vs VT
+224.5%
-324.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | 0.0% | +7.7% | +7.7% |
| 7D | 0.0% | +0.4% | -0.4% | -0.2% |
| 30D | +18.6% | +1.0% | +17.7% | +16.5% |
| 3M | -57.3% | +2.4% | -59.7% | -58.4% |
| 6M | -70.0% | +12.0% | -82.0% | -72.6% |
| YTD | -68.0% | +15.3% | -83.4% | -71.3% |
| 1Y | -58.6% | +22.6% | -81.2% | -64.4% |
| 3Y | -91.4% | +74.7% | -166.0% | -94.1% |
| 5Y | -94.6% | +66.1% | -160.8% | -96.2% |
| All | -99.5% | +224.5% | -324.0% | -99.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling