+53.7%
PPLT vs VT
+224.4%
-170.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -1.0% |
| 7D | +2.7% | -0.7% | +3.4% | +3.0% |
| 30D | -9.0% | -1.7% | -7.2% | -7.9% |
| 3M | -11.9% | -2.3% | -9.6% | -10.5% |
| 6M | -28.0% | +1.5% | -29.5% | -28.4% |
| YTD | -25.4% | +12.0% | -37.5% | -29.7% |
| 1Y | -3.9% | +12.9% | -16.7% | -9.7% |
| 3Y | +78.2% | +74.9% | +3.2% | +29.0% |
| 5Y | +37.0% | +59.9% | -22.9% | +3.4% |
| 10Y | +53.7% | +224.6% | -170.9% | -19.6% |
| All | +53.7% | +224.4% | -170.6% | -19.6% |
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 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