+60.2%
PPL vs VFC
-46.8%
+107.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | +0.4% | +11.2% | -10.8% | -1.2% |
| 30D | +5.4% | +41.5% | -36.1% | +0.1% |
| 3M | +4.3% | +38.9% | -34.7% | -0.9% |
| 6M | -1.3% | +6.1% | -7.5% | -2.9% |
| YTD | +4.7% | +14.5% | -9.9% | +1.0% |
| 1Y | +1.3% | +46.0% | -44.7% | -6.4% |
| 3Y | +57.2% | +36.4% | +20.8% | +32.9% |
| 5Y | +48.2% | -67.5% | +115.8% | +85.9% |
| All | +60.2% | -46.8% | +107.1% | +74.8% |
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