+2,090.1%
PPL vs VFC
+845.1%
+1,245.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -0.4% |
| 7D | +2.7% | -1.6% | +4.3% | +2.9% |
| 30D | +0.5% | -11.6% | +12.1% | +2.5% |
| 3M | +0.7% | -18.1% | +18.8% | +3.5% |
| 6M | -7.6% | -27.4% | +19.8% | -3.6% |
| YTD | +1.8% | -24.8% | +26.6% | +5.2% |
| 1Y | -0.8% | -8.2% | +7.5% | -2.0% |
| 3Y | +56.9% | -29.1% | +86.0% | +48.5% |
| 5Y | +39.5% | -79.2% | +118.7% | +67.2% |
| 10Y | +55.4% | -68.1% | +123.5% | +65.1% |
| All | +2,090.1% | +845.1% | +1,245.0% | +1,266.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling