+2,164.3%
PPL vs VMC
+3,538.2%
-1,373.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.1% | +4.9% | +1.6% |
| 7D | +1.0% | +1.9% | -0.8% | +0.6% |
| 30D | +6.8% | +14.7% | -7.9% | +3.9% |
| 3M | +3.9% | -0.3% | +4.1% | +3.7% |
| 6M | -2.0% | -1.7% | -0.4% | -2.1% |
| YTD | +5.3% | +0.7% | +4.6% | +4.3% |
| 1Y | +2.2% | +0.9% | +1.3% | +1.2% |
| 3Y | +56.7% | +40.5% | +16.2% | +43.8% |
| 5Y | +49.1% | +51.5% | -2.5% | +33.4% |
| 10Y | +63.6% | +166.5% | -102.9% | +26.8% |
| All | +2,164.3% | +3,538.2% | -1,373.9% | +1,087.0% |
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