+618.1%
PLOW vs VT
+443.8%
+174.3%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.2% |
| 7D | +2.2% | +1.0% | +1.2% | +1.3% |
| 30D | -6.2% | -0.2% | -6.0% | -6.0% |
| 3M | -7.0% | +4.5% | -11.5% | -10.8% |
| 6M | -2.6% | +14.1% | -16.6% | -13.6% |
| YTD | +29.1% | +14.8% | +14.3% | +14.0% |
| 1Y | +28.9% | +21.2% | +7.7% | +8.4% |
| 3Y | +47.9% | +76.6% | -28.7% | -11.5% |
| 5Y | +32.4% | +66.6% | -34.2% | -16.5% |
| 10Y | +79.7% | +222.3% | -142.6% | -33.9% |
| All | +618.1% | +443.8% | +174.3% | +87.9% |
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