-99.8%
PLAG vs VT
+215.5%
-315.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.2% | +5.5% | +5.6% |
| 7D | +8.8% | -2.3% | +11.1% | +10.5% |
| 30D | -49.3% | -5.0% | -44.4% | -47.6% |
| 3M | -37.3% | -4.9% | -32.4% | -35.9% |
| 6M | -82.2% | -1.5% | -80.7% | -82.2% |
| YTD | -83.1% | +8.5% | -91.6% | -84.2% |
| 1Y | -76.6% | +11.4% | -88.0% | -78.6% |
| 3Y | -93.0% | +70.1% | -163.1% | -95.1% |
| 5Y | -97.3% | +53.7% | -151.0% | -98.0% |
| All | -99.8% | +215.5% | -315.3% | -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