+64.4%
PPL vs VFC
-44.8%
+109.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -0.7% |
| 7D | -1.2% | +7.7% | -8.9% | -2.3% |
| 30D | +4.2% | +39.2% | -35.0% | -0.8% |
| 3M | +1.5% | +40.3% | -38.8% | -3.6% |
| 6M | +1.0% | +11.4% | -10.3% | -1.3% |
| YTD | +4.4% | +17.5% | -13.1% | +0.3% |
| 1Y | +0.8% | +45.9% | -45.1% | -6.8% |
| 3Y | +56.5% | +47.3% | +9.2% | +30.0% |
| 5Y | +47.7% | -67.2% | +114.9% | +85.6% |
| 10Y | +64.4% | -46.1% | +110.5% | +77.9% |
| All | +64.4% | -44.8% | +109.2% | +77.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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