-99.5%
PLCE vs VT
+214.8%
-314.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +40.0% | -4.1% | +44.1% | +46.5% |
| 7D | -26.9% | -4.2% | -22.8% | -23.6% |
| 30D | -82.4% | -5.8% | -76.6% | -81.3% |
| 3M | -87.1% | -5.2% | -81.9% | -86.4% |
| 6M | -88.8% | +0.1% | -89.0% | -89.2% |
| YTD | -91.6% | +8.2% | -99.8% | -92.8% |
| 1Y | -95.6% | +10.1% | -105.8% | -96.4% |
| 3Y | -98.8% | +69.7% | -168.5% | -99.5% |
| 5Y | -99.7% | +53.4% | -153.0% | -99.8% |
| All | -99.5% | +214.8% | -314.3% | -99.9% |
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