+64.4%
PPL vs VMC
+145.8%
-81.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.7% | -0.9% |
| 7D | -1.2% | +0.1% | -1.3% | -1.3% |
| 30D | +4.2% | +18.3% | -14.1% | -0.1% |
| 3M | +1.5% | +1.9% | -0.3% | +0.8% |
| 6M | +1.0% | +2.4% | -1.4% | 0.0% |
| YTD | +4.4% | +2.1% | +2.3% | +2.8% |
| 1Y | +0.8% | +1.5% | -0.7% | -0.7% |
| 3Y | +56.5% | +41.5% | +15.0% | +39.1% |
| 5Y | +47.7% | +46.4% | +1.3% | +27.9% |
| 10Y | +64.4% | +139.8% | -75.4% | +17.9% |
| All | +64.4% | +145.8% | -81.4% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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