+66.8%
PPL vs VFC
-46.8%
+113.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.7% | +0.2% |
| 7D | 0.0% | +3.5% | -3.5% | -0.5% |
| 30D | +4.3% | +38.3% | -34.0% | -0.7% |
| 3M | +2.9% | +40.2% | -37.2% | -2.3% |
| 6M | +1.1% | +10.6% | -9.5% | -1.2% |
| YTD | +4.5% | +16.7% | -12.3% | +0.5% |
| 1Y | +0.1% | +45.0% | -44.9% | -7.3% |
| 3Y | +55.7% | +48.8% | +6.9% | +28.8% |
| 5Y | +47.6% | -67.6% | +115.2% | +86.1% |
| 10Y | +66.8% | -47.5% | +114.4% | +80.6% |
| All | +66.8% | -46.8% | +113.6% | +80.6% |
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