-95.0%
PLYX vs VT
+5.2%
-100.2%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.1% | +0.7% | +0.2% |
| 7D | -6.5% | -4.2% | -2.3% | -3.0% |
| 30D | -17.1% | -5.8% | -11.3% | -12.9% |
| 3M | -22.3% | -5.2% | -17.1% | -18.6% |
| 6M | -61.7% | +0.1% | -61.8% | -60.3% |
| All | -95.0% | +5.2% | -100.2% | -95.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling