+59.9%
PPL vs VIG
+56.4%
+3.5%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | +2.7% | -0.4% | +3.1% | +2.9% |
| 30D | +0.5% | -1.0% | +1.4% | +0.9% |
| 3M | +0.7% | +2.8% | -2.1% | -0.6% |
| 6M | -7.6% | +8.2% | -15.8% | -10.9% |
| YTD | +1.8% | +11.0% | -9.2% | -3.1% |
| 1Y | -0.8% | +16.1% | -16.9% | -7.7% |
| All | +59.9% | +56.4% | +3.5% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 3y: compounded portfolio wealth divided by compounded VIG 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…
3y analysis · Full analysis span regression · 6 months rolling