+426.6%
PLXS vs VT
+224.5%
+202.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +2.1% | +0.4% | +1.7% | +1.6% |
| 30D | -10.5% | +1.0% | -11.4% | -11.4% |
| 3M | -13.5% | +2.4% | -15.9% | -15.4% |
| 6M | +24.3% | +12.0% | +12.2% | +10.0% |
| YTD | +67.3% | +15.3% | +52.0% | +43.3% |
| 1Y | +78.5% | +22.6% | +56.0% | +43.8% |
| 3Y | +141.6% | +74.7% | +67.0% | +34.3% |
| 5Y | +170.6% | +66.1% | +104.5% | +58.5% |
| All | +426.6% | +224.5% | +202.1% | +52.8% |
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