+2,090.1%
PPL vs VMC
+3,246.6%
-1,156.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.2% |
| 7D | +2.7% | -4.3% | +7.0% | +3.5% |
| 30D | +0.5% | -8.2% | +8.7% | +2.1% |
| 3M | +0.7% | -7.0% | +7.7% | +1.9% |
| 6M | -7.6% | -10.8% | +3.2% | -5.9% |
| YTD | +1.8% | -7.4% | +9.2% | +2.7% |
| 1Y | -0.8% | -9.5% | +8.7% | +0.4% |
| 3Y | +56.9% | +20.5% | +36.4% | +48.5% |
| 5Y | +39.5% | +51.6% | -12.0% | +24.9% |
| 10Y | +55.4% | +150.0% | -94.7% | +22.1% |
| All | +2,090.1% | +3,246.6% | -1,156.5% | +1,068.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling