-39.3%
PLX vs VT
+226.2%
-265.5%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +1.9% | +1.9% |
| 7D | +3.2% | -1.6% | +4.8% | +4.4% |
| 30D | -3.7% | -2.5% | -1.2% | -1.8% |
| 3M | +12.5% | -1.3% | +13.8% | +13.5% |
| 6M | +23.1% | +3.1% | +20.0% | +19.9% |
| YTD | +45.0% | +10.9% | +34.1% | +34.0% |
| 1Y | +9.2% | +12.1% | -2.9% | +0.2% |
| 3Y | +41.1% | +73.9% | -32.8% | -5.2% |
| 5Y | +123.1% | +58.0% | +65.1% | +60.2% |
| All | -39.3% | +226.2% | -265.5% | -52.3% |
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