-99.2%
PLCE vs VT
+356.1%
-455.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -35.7% | 0.0% | -35.7% | -35.8% |
| 7D | -73.8% | -1.6% | -72.2% | -73.4% |
| 30D | -86.4% | -2.5% | -83.9% | -86.1% |
| 3M | -89.3% | -1.3% | -88.0% | -89.2% |
| 6M | -91.7% | +3.1% | -94.8% | -92.0% |
| YTD | -93.2% | +10.9% | -104.2% | -94.0% |
| 1Y | -96.0% | +12.1% | -108.1% | -96.5% |
| 3Y | -99.0% | +73.9% | -172.9% | -99.4% |
| 5Y | -99.7% | +58.0% | -157.7% | -99.8% |
| 10Y | -99.6% | +225.5% | -325.1% | -99.9% |
| All | -99.2% | +356.1% | -455.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling