+3.8%
PPLT vs VT
+423.1%
-419.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +0.1% | +0.4% | -0.4% | -0.2% |
| 30D | +4.9% | +1.0% | +3.9% | +4.4% |
| 3M | -4.1% | +2.4% | -6.5% | -5.1% |
| 6M | -15.5% | +12.0% | -27.5% | -20.0% |
| YTD | -11.5% | +15.3% | -26.8% | -17.2% |
| 1Y | +31.7% | +22.6% | +9.1% | +19.6% |
| 3Y | +86.1% | +74.7% | +11.4% | +41.0% |
| 5Y | +72.7% | +66.1% | +6.5% | +32.9% |
| 10Y | +61.4% | +225.0% | -163.6% | -8.6% |
| All | +3.8% | +423.1% | -419.3% | -51.2% |
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