+64.4%
PPL vs VO
+206.8%
-142.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -3.0% | -2.0% |
| 7D | -1.2% | -0.1% | -1.1% | -1.3% |
| 30D | +4.2% | +0.5% | +3.7% | +3.7% |
| 3M | +1.5% | -1.0% | +2.5% | +2.0% |
| 6M | +1.0% | +6.4% | -5.4% | -3.3% |
| YTD | +4.4% | +13.6% | -9.2% | -4.6% |
| 1Y | +0.8% | +14.5% | -13.7% | -8.5% |
| 3Y | +56.5% | +67.2% | -10.8% | +7.7% |
| 5Y | +47.7% | +36.1% | +11.6% | +16.2% |
| 10Y | +64.4% | +199.3% | -134.9% | -24.6% |
| All | +64.4% | +206.8% | -142.4% | -24.6% |
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