-53.4%
PLSM vs VT
+5.0%
-58.4%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +0.9% | +1.7% |
| 7D | -11.3% | -0.3% | -11.0% | -11.2% |
| 30D | -29.0% | -1.4% | -27.5% | -28.4% |
| 3M | -54.5% | -1.4% | -53.1% | -54.1% |
| 6M | -53.4% | +5.5% | -58.9% | -48.8% |
| All | -53.4% | +5.0% | -58.4% | -48.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling