+47.1%
PPL vs VCLT
-16.7%
+63.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.5% |
| 7D | -0.4% | -2.3% | +1.9% | +0.7% |
| 30D | +2.6% | +0.8% | +1.9% | +2.3% |
| 3M | +0.8% | -2.7% | +3.5% | +2.0% |
| 6M | +1.4% | -4.3% | +5.7% | +3.4% |
| YTD | +4.3% | -4.3% | +8.6% | +6.3% |
| 1Y | +0.8% | -4.4% | +5.1% | +2.7% |
| 3Y | +57.9% | +13.8% | +44.1% | +48.8% |
| All | +47.1% | -16.7% | +63.8% | +41.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling