+64.4%
PPL vs VEU
+147.4%
-83.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.1% | -1.9% |
| 7D | -1.2% | +0.8% | -2.0% | -1.8% |
| 30D | +4.2% | -1.6% | +5.9% | +5.0% |
| 3M | +1.5% | -4.2% | +5.7% | +3.8% |
| 6M | +1.0% | -1.5% | +2.5% | +1.1% |
| YTD | +4.4% | +11.7% | -7.3% | -4.1% |
| 1Y | +0.8% | +15.6% | -14.8% | -9.5% |
| 3Y | +56.5% | +71.7% | -15.3% | +6.0% |
| 5Y | +47.7% | +49.5% | -1.8% | +9.3% |
| 10Y | +64.4% | +145.6% | -81.2% | -19.9% |
| All | +64.4% | +147.4% | -83.0% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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