-91.2%
PLTK vs VT
+78.1%
-169.4%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.2% | +5.4% | +5.3% |
| 7D | +23.2% | -2.3% | +25.5% | +26.3% |
| 30D | +5.2% | -5.0% | +10.1% | +12.0% |
| 3M | -25.8% | -4.9% | -21.0% | -21.2% |
| 6M | -31.7% | -1.5% | -30.1% | -31.4% |
| YTD | -38.2% | +8.5% | -46.7% | -46.2% |
| 1Y | -40.2% | +11.4% | -51.5% | -49.9% |
| 3Y | -66.9% | +70.1% | -137.0% | -85.7% |
| 5Y | -87.9% | +53.7% | -141.7% | -93.8% |
| All | -91.2% | +78.1% | -169.4% | -96.3% |
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