+722.8%
PLMR vs VT
+133.7%
+589.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.2% |
| 7D | +11.0% | -2.3% | +13.3% | +13.0% |
| 30D | +22.8% | -5.0% | +27.7% | +28.1% |
| 3M | +14.2% | -4.9% | +19.1% | +18.7% |
| 6M | +41.1% | -1.5% | +42.6% | +39.8% |
| YTD | +15.9% | +8.5% | +7.5% | +2.5% |
| 1Y | +32.7% | +11.4% | +21.3% | +13.9% |
| 3Y | +174.2% | +70.1% | +104.2% | +44.6% |
| 5Y | +64.5% | +53.7% | +10.7% | -1.7% |
| All | +722.8% | +133.7% | +589.1% | +194.5% |
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