+135.3%
PPL vs VEU
+192.1%
-56.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.3% |
| 7D | +2.7% | +1.1% | +1.5% | +2.0% |
| 30D | +0.5% | +2.2% | -1.7% | -0.8% |
| 3M | +0.7% | +3.0% | -2.3% | -1.4% |
| 6M | -7.6% | +10.9% | -18.5% | -13.6% |
| YTD | +1.8% | +18.2% | -16.4% | -8.3% |
| 1Y | -0.8% | +28.3% | -29.0% | -14.8% |
| 3Y | +56.9% | +74.6% | -17.7% | +11.7% |
| 5Y | +39.5% | +56.4% | -16.8% | +4.8% |
| 10Y | +55.4% | +153.0% | -97.6% | -12.2% |
| All | +135.3% | +192.1% | -56.8% | +10.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling