-56.9%
PLX vs VT
+224.5%
-281.4%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +5.1% | +0.4% | +4.7% | +4.7% |
| 30D | +9.4% | +1.0% | +8.5% | +8.6% |
| 3M | +32.8% | +2.4% | +30.5% | +30.2% |
| 6M | -5.7% | +12.0% | -17.7% | -13.4% |
| YTD | +48.3% | +15.3% | +33.0% | +33.1% |
| 1Y | +67.9% | +22.6% | +45.3% | +44.7% |
| 3Y | +34.8% | +74.7% | -39.8% | -9.8% |
| 5Y | +65.8% | +66.1% | -0.3% | +14.8% |
| All | -56.9% | +224.5% | -281.4% | -76.5% |
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