+54.2%
PPL vs VO
+194.3%
-140.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | +2.7% | -0.3% | +2.9% | +2.8% |
| 30D | +0.5% | -0.3% | +0.8% | +0.7% |
| 3M | +0.7% | +2.9% | -2.3% | -1.3% |
| 6M | -7.6% | +9.3% | -16.9% | -13.1% |
| YTD | +1.8% | +14.2% | -12.4% | -7.1% |
| 1Y | -0.8% | +15.3% | -16.0% | -10.2% |
| 3Y | +56.9% | +56.2% | +0.6% | +13.4% |
| 5Y | +39.5% | +42.4% | -2.9% | +6.0% |
| All | +54.2% | +194.3% | -140.1% | -32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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