-92.3%
PLX vs VT
+356.1%
-448.4%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +1.9% | +1.9% |
| 7D | +3.2% | -1.6% | +4.8% | +4.6% |
| 30D | -3.7% | -2.5% | -1.2% | -1.5% |
| 3M | +12.5% | -1.3% | +13.8% | +13.7% |
| 6M | +23.1% | +3.1% | +20.0% | +19.6% |
| YTD | +45.0% | +10.9% | +34.1% | +32.7% |
| 1Y | +9.2% | +12.1% | -2.9% | -0.8% |
| 3Y | +41.1% | +73.9% | -32.8% | -11.2% |
| 5Y | +123.1% | +58.0% | +65.1% | +50.5% |
| 10Y | -39.3% | +225.5% | -264.8% | -78.8% |
| All | -92.3% | +356.1% | -448.4% | -98.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling