-96.7%
PLRX vs VT
+133.8%
-230.5%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.3% | -5.5% | -5.5% |
| 7D | -14.0% | +2.4% | -16.3% | -16.1% |
| 30D | -21.2% | -1.5% | -19.7% | -19.9% |
| 3M | -35.5% | -4.1% | -31.3% | -32.5% |
| 6M | -40.4% | +0.6% | -41.0% | -41.0% |
| YTD | -42.9% | +11.0% | -53.9% | -49.1% |
| 1Y | -59.5% | +13.3% | -72.8% | -64.7% |
| 3Y | -94.6% | +73.4% | -168.0% | -96.8% |
| 5Y | -95.8% | +57.4% | -153.3% | -97.1% |
| All | -96.7% | +133.8% | -230.5% | -98.2% |
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