+808.7%
PLSE vs VT
+214.8%
+593.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -4.1% | -2.9% | -1.5% |
| 7D | -4.3% | -4.2% | -0.2% | +1.7% |
| 30D | +6.7% | -5.8% | +12.5% | +16.1% |
| 3M | +40.0% | -5.2% | +45.3% | +51.1% |
| 6M | +184.6% | +0.1% | +184.4% | +185.6% |
| YTD | +286.5% | +8.2% | +278.3% | +252.9% |
| 1Y | +226.2% | +10.1% | +216.1% | +191.5% |
| 3Y | +978.7% | +69.7% | +909.0% | +464.8% |
| 5Y | +126.8% | +53.4% | +73.4% | +37.0% |
| All | +808.7% | +214.8% | +593.9% | +152.1% |
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