+164.0%
PLSE vs VT
+59.8%
+104.3%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.1% | +2.2% | +1.6% |
| 7D | -0.1% | -0.7% | +0.6% | +1.3% |
| 30D | +8.6% | -1.7% | +10.4% | +12.4% |
| 3M | +28.3% | -2.3% | +30.6% | +33.7% |
| 6M | +198.6% | +1.5% | +197.1% | +193.8% |
| YTD | +315.0% | +12.0% | +303.0% | +253.2% |
| 1Y | +271.9% | +12.9% | +259.1% | +213.5% |
| 3Y | +1,004.3% | +74.9% | +929.3% | +389.3% |
| 5Y | +164.0% | +59.9% | +104.1% | +25.6% |
| All | +164.0% | +59.8% | +104.3% | +25.6% |
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 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