+60.2%
PPL vs VCLT
+18.4%
+41.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | +0.4% | +0.3% | +0.2% | +0.3% |
| 30D | +5.4% | +3.7% | +1.8% | +3.8% |
| 3M | +4.3% | -1.0% | +5.2% | +4.7% |
| 6M | -1.3% | -3.4% | +2.0% | +0.1% |
| YTD | +4.7% | -2.6% | +7.3% | +5.8% |
| 1Y | +1.3% | -3.3% | +4.5% | +2.7% |
| 3Y | +57.2% | +17.3% | +39.9% | +46.3% |
| 5Y | +48.2% | -17.0% | +65.2% | +57.5% |
| All | +60.2% | +18.4% | +41.9% | +42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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