-99.8%
PLAG vs VT
+220.7%
-320.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.5% |
| 7D | -5.4% | -0.1% | -5.3% | -5.3% |
| 30D | -50.7% | -3.1% | -47.6% | -49.7% |
| 3M | -38.6% | -3.5% | -35.1% | -37.8% |
| 6M | -80.8% | +0.5% | -81.2% | -81.1% |
| YTD | -84.0% | +10.8% | -94.8% | -85.3% |
| 1Y | -79.8% | +11.9% | -91.7% | -81.5% |
| 3Y | -93.6% | +73.0% | -166.6% | -95.6% |
| 5Y | -97.5% | +58.6% | -156.1% | -98.2% |
| All | -99.8% | +220.7% | -320.5% | -99.8% |
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