+46.8%
PLTM vs VT
+138.3%
-91.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.1% | +5.9% | +4.4% |
| 7D | +2.2% | -4.2% | +6.3% | +4.9% |
| 30D | -10.9% | -5.8% | -5.1% | -7.5% |
| 3M | -12.3% | -5.2% | -7.1% | -9.2% |
| 6M | -22.1% | +0.1% | -22.2% | -21.8% |
| YTD | -26.0% | +8.2% | -34.2% | -28.6% |
| 1Y | -2.8% | +10.1% | -12.9% | -6.9% |
| 3Y | +61.0% | +69.7% | -8.7% | +20.4% |
| 5Y | +43.7% | +53.4% | -9.7% | +12.6% |
| All | +46.8% | +138.3% | -91.4% | -10.8% |
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 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