+736.6%
PLMR vs VT
+139.9%
+596.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | +0.1% |
| 7D | +1.7% | +2.9% | -1.2% | -1.2% |
| 30D | +18.6% | -2.5% | +21.2% | +20.7% |
| 3M | +24.6% | -3.3% | +27.9% | +27.5% |
| 6M | +46.2% | +1.5% | +44.7% | +40.6% |
| YTD | +17.9% | +11.4% | +6.5% | +1.6% |
| 1Y | +19.9% | +11.9% | +8.0% | +2.7% |
| 3Y | +166.5% | +73.9% | +92.7% | +37.5% |
| 5Y | +71.1% | +57.9% | +13.2% | -0.4% |
| All | +736.6% | +139.9% | +596.7% | +191.7% |
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 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