+54.0%
PPL vs VRSN
+274.2%
-220.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.4% | +3.3% | +0.8% |
| 7D | +1.8% | -2.1% | +3.9% | +2.3% |
| 30D | -1.1% | -3.9% | +2.8% | -0.1% |
| 3M | 0.0% | -0.1% | +0.2% | -0.3% |
| 6M | -7.6% | +16.4% | -24.0% | -12.3% |
| YTD | +1.7% | +17.2% | -15.5% | -3.9% |
| 1Y | +1.5% | +1.0% | +0.5% | 0.0% |
| 3Y | +55.3% | +39.1% | +16.2% | +36.9% |
| 5Y | +37.7% | +29.0% | +8.7% | +21.8% |
| 10Y | +54.0% | +275.8% | -221.8% | +10.3% |
| All | +54.0% | +274.2% | -220.2% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 VRSN 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