+334.1%
PPL vs VO
+827.2%
-493.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.2% |
| 6M | -7.6% | +9.3% | -16.9% | -12.8% |
| YTD | +1.8% | +14.2% | -12.4% | -6.5% |
| 1Y | -0.8% | +15.3% | -16.0% | -9.6% |
| 3Y | +56.9% | +56.2% | +0.6% | +16.9% |
| 5Y | +39.5% | +42.4% | -2.9% | +8.5% |
| 10Y | +55.4% | +194.7% | -139.4% | -24.2% |
| All | +334.1% | +827.2% | -493.1% | 0.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling