+2,164.3%
PPL vs VFC
+1,337.9%
+826.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.7% | +1.3% |
| 7D | +1.0% | +10.9% | -9.8% | -0.8% |
| 30D | +6.8% | +40.6% | -33.8% | +0.7% |
| 3M | +3.9% | +34.4% | -30.6% | -1.4% |
| 6M | -2.0% | +12.3% | -14.3% | -4.9% |
| YTD | +5.3% | +14.4% | -9.1% | +1.1% |
| 1Y | +2.2% | +40.6% | -38.4% | -5.7% |
| 3Y | +56.7% | +40.1% | +16.6% | +32.0% |
| 5Y | +49.1% | -67.6% | +116.7% | +65.6% |
| 10Y | +63.6% | -45.9% | +109.6% | +58.5% |
| All | +2,164.3% | +1,337.9% | +826.4% | +1,213.4% |
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