+691.7%
PLPC vs VT
+226.2%
+465.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | 0.0% | +11.7% | +11.7% |
| 7D | -10.8% | -1.6% | -9.2% | -9.1% |
| 30D | -25.7% | -2.5% | -23.2% | -23.3% |
| 3M | -13.0% | -1.3% | -11.7% | -11.0% |
| 6M | -6.6% | +3.1% | -9.7% | -7.5% |
| YTD | +51.0% | +10.9% | +40.1% | +39.1% |
| 1Y | +47.8% | +12.1% | +35.7% | +35.0% |
| 3Y | +171.8% | +73.9% | +97.9% | +62.4% |
| 5Y | +372.4% | +58.0% | +314.4% | +207.8% |
| All | +691.7% | +226.2% | +465.5% | +250.6% |
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