-96.2%
PLRX vs VT
+128.4%
-224.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -1.0% | -1.0% |
| 7D | -5.7% | -2.3% | -3.4% | -3.4% |
| 30D | -18.2% | -5.0% | -13.2% | -13.6% |
| 3M | -22.9% | -4.9% | -18.0% | -18.6% |
| 6M | -34.1% | -1.5% | -32.6% | -33.3% |
| YTD | -33.6% | +8.5% | -42.1% | -39.3% |
| 1Y | -47.1% | +11.4% | -58.4% | -52.9% |
| 3Y | -94.8% | +70.1% | -164.8% | -96.8% |
| 5Y | -95.4% | +53.7% | -149.1% | -96.7% |
| All | -96.2% | +128.4% | -224.6% | -97.9% |
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 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