+722.6%
PLMR vs VT
+133.1%
+589.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -4.1% | +12.1% | +12.0% |
| 7D | +13.5% | -4.2% | +17.7% | +17.7% |
| 30D | +22.7% | -5.8% | +28.5% | +29.1% |
| 3M | +16.6% | -5.2% | +21.8% | +21.6% |
| 6M | +39.8% | +0.1% | +39.7% | +36.0% |
| YTD | +15.9% | +8.2% | +7.7% | +2.7% |
| 1Y | +33.8% | +10.1% | +23.7% | +16.3% |
| 3Y | +177.2% | +69.7% | +107.5% | +46.5% |
| 5Y | +64.4% | +53.4% | +11.1% | -1.5% |
| All | +722.6% | +133.1% | +589.5% | +195.1% |
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