+216.3%
PLNT vs VT
+215.5%
+0.7%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.1% |
| 7D | +12.6% | -2.3% | +14.9% | +15.4% |
| 30D | +40.0% | -5.0% | +44.9% | +48.5% |
| 3M | +17.8% | -4.9% | +22.6% | +24.4% |
| 6M | -5.7% | -1.5% | -4.2% | -4.9% |
| YTD | -44.4% | +8.5% | -52.9% | -51.1% |
| 1Y | -41.6% | +11.4% | -53.0% | -50.5% |
| 3Y | +9.3% | +70.1% | -60.8% | -50.0% |
| 5Y | -37.0% | +53.7% | -90.7% | -66.1% |
| All | +216.3% | +215.5% | +0.7% | -28.7% |
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