+44.2%
PPLT vs VT
+215.5%
-171.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | +6.5% | -2.3% | +8.9% | +8.1% |
| 30D | -6.2% | -5.0% | -1.3% | -3.1% |
| 3M | -11.6% | -4.9% | -6.7% | -8.5% |
| 6M | -25.8% | -1.5% | -24.2% | -24.7% |
| YTD | -25.7% | +8.5% | -34.1% | -28.4% |
| 1Y | -0.7% | +11.4% | -12.1% | -5.7% |
| 3Y | +65.8% | +70.1% | -4.3% | +22.2% |
| 5Y | +43.1% | +53.7% | -10.6% | +10.8% |
| All | +44.2% | +215.5% | -171.3% | -27.5% |
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 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