+67.9%
PPL vs VSH
+115.4%
-47.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.2% | +5.5% | +1.8% |
| 7D | -0.4% | +14.3% | -14.7% | -2.1% |
| 30D | +2.6% | -7.9% | +10.5% | +2.9% |
| 3M | +0.8% | -19.9% | +20.7% | +2.4% |
| 6M | +1.4% | -30.5% | +31.9% | +2.3% |
| YTD | +4.3% | +85.7% | -81.4% | -11.5% |
| 1Y | +0.8% | +98.9% | -98.2% | -15.7% |
| 3Y | +57.9% | +32.1% | +25.8% | +37.2% |
| 5Y | +48.3% | +39.7% | +8.6% | +23.9% |
| All | +67.9% | +115.4% | -47.5% | +25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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