+163.5%
PPL vs VCLT
+103.4%
+60.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +2.7% | -0.5% | +3.2% | +2.8% |
| 30D | +0.5% | -0.9% | +1.3% | +0.7% |
| 3M | +0.7% | -3.2% | +3.9% | +1.7% |
| 6M | -7.6% | -3.8% | -3.8% | -6.5% |
| YTD | +1.8% | -2.0% | +3.8% | +2.5% |
| 1Y | -0.8% | -0.8% | +0.1% | -0.6% |
| 3Y | +56.9% | +12.3% | +44.6% | +50.9% |
| 5Y | +39.5% | -15.4% | +54.9% | +43.7% |
| 10Y | +55.4% | +15.7% | +39.7% | +49.6% |
| All | +163.5% | +103.4% | +60.1% | +184.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling