+125.2%
PLSE vs VT
+66.2%
+59.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | +11.9% | +0.4% | +11.5% | +11.1% |
| 30D | +40.5% | +1.0% | +39.5% | +38.5% |
| 3M | +97.6% | +2.4% | +95.2% | +90.8% |
| 6M | +194.1% | +12.0% | +182.1% | +145.5% |
| YTD | +287.8% | +15.3% | +272.4% | +213.5% |
| 1Y | +251.0% | +22.6% | +228.4% | +160.3% |
| 3Y | +1,042.5% | +74.7% | +967.8% | +402.1% |
| All | +125.2% | +66.2% | +59.0% | +7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling