+557.1%
PLXS vs VT
+345.0%
+212.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -4.1% | -5.1% | -4.5% |
| 7D | -13.2% | -4.2% | -9.0% | -8.7% |
| 30D | -31.1% | -5.8% | -25.3% | -26.0% |
| 3M | -31.7% | -5.2% | -26.4% | -26.9% |
| 6M | -29.2% | +0.1% | -29.3% | -28.6% |
| YTD | +27.7% | +8.2% | +19.5% | +18.1% |
| 1Y | +29.0% | +10.1% | +18.9% | +17.4% |
| 3Y | +89.5% | +69.7% | +19.8% | +7.9% |
| 5Y | +98.7% | +53.4% | +45.3% | +25.6% |
| 10Y | +311.9% | +219.2% | +92.6% | +14.8% |
| All | +557.1% | +345.0% | +212.1% | +26.0% |
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