-0.9%
PPL vs VEU
+14.2%
-15.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -0.9% |
| 7D | -1.0% | -0.5% | -0.4% | -0.9% |
| 30D | +3.0% | -1.0% | +4.0% | +3.0% |
| 3M | +1.1% | -3.6% | +4.7% | +1.2% |
| 6M | -0.8% | -1.2% | +0.4% | -0.8% |
| YTD | +3.5% | +12.0% | -8.5% | +1.2% |
| 1Y | -0.9% | +13.9% | -14.8% | -3.6% |
| All | -0.9% | +14.2% | -15.1% | -3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling