+65.7%
PPL vs VFC
-50.3%
+116.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.5% | 0.0% |
| 7D | -2.2% | -1.4% | -0.8% | -2.0% |
| 30D | +1.7% | +24.6% | -23.0% | -1.7% |
| 3M | +0.1% | +38.4% | -38.3% | -4.8% |
| 6M | -1.5% | +15.3% | -16.8% | -4.3% |
| YTD | +3.0% | +12.7% | -9.8% | -0.4% |
| 1Y | -1.4% | +32.7% | -34.1% | -7.5% |
| 3Y | +53.5% | +43.7% | +9.8% | +27.6% |
| 5Y | +46.4% | -69.2% | +115.6% | +86.6% |
| All | +65.7% | -50.3% | +116.0% | +80.5% |
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