+2,151.7%
PPL vs VMC
+3,502.6%
-1,350.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.4% |
| 7D | +0.4% | +0.5% | -0.1% | +0.3% |
| 30D | +5.4% | +15.8% | -10.4% | +2.3% |
| 3M | +4.3% | +0.6% | +3.7% | +3.9% |
| 6M | -1.3% | -4.0% | +2.7% | -0.9% |
| YTD | +4.7% | -0.3% | +5.0% | +3.9% |
| 1Y | +1.3% | -0.5% | +1.8% | +0.5% |
| 3Y | +57.2% | +39.6% | +17.7% | +44.5% |
| 5Y | +48.2% | +50.1% | -1.8% | +32.9% |
| 10Y | +62.7% | +163.9% | -101.2% | +26.4% |
| All | +2,151.7% | +3,502.6% | -1,350.9% | +1,082.7% |
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