-1.4%
PPL vs VFC
+36.5%
-37.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.5% | -0.5% |
| 7D | -2.2% | -1.4% | -0.8% | -2.2% |
| 30D | +1.7% | +24.6% | -23.0% | +1.6% |
| 3M | +0.1% | +38.4% | -38.3% | +0.1% |
| 6M | -1.5% | +15.3% | -16.8% | -1.6% |
| YTD | +3.0% | +12.7% | -9.8% | +2.2% |
| 1Y | -1.4% | +32.7% | -34.1% | -2.9% |
| All | -1.4% | +36.5% | -37.9% | -2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling