+98.7%
PLXS vs VT
+53.2%
+45.5%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -4.1% | -5.1% | -4.3% |
| 7D | -13.2% | -4.2% | -9.0% | -8.6% |
| 30D | -31.1% | -5.8% | -25.3% | -25.8% |
| 3M | -31.7% | -5.2% | -26.4% | -26.8% |
| 6M | -29.2% | +0.1% | -29.3% | -28.5% |
| YTD | +27.7% | +8.2% | +19.5% | +18.3% |
| 1Y | +29.0% | +10.1% | +18.9% | +17.5% |
| 3Y | +89.5% | +69.7% | +19.8% | +14.0% |
| 5Y | +98.7% | +53.4% | +45.3% | +34.6% |
| All | +98.7% | +53.2% | +45.5% | +34.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling