+48.5%
PPL vs VEU
+45.1%
+3.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.7% | -0.6% |
| 7D | +0.4% | -1.6% | +2.1% | +0.9% |
| 30D | +5.4% | -4.3% | +9.8% | +7.0% |
| 3M | +4.3% | -5.8% | +10.1% | +6.4% |
| 6M | -1.3% | -4.4% | +3.0% | -0.2% |
| YTD | +4.7% | +8.7% | -4.0% | -0.1% |
| 1Y | +1.3% | +12.6% | -11.4% | -5.0% |
| 3Y | +57.2% | +65.2% | -8.0% | +20.5% |
| All | +48.5% | +45.1% | +3.4% | +16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling