+2,151.7%
PPL vs VSH
+1,203.4%
+948.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.7% | -6.3% | -1.1% |
| 7D | +0.4% | -12.9% | +13.4% | +1.5% |
| 30D | +5.4% | -36.9% | +42.3% | +9.6% |
| 3M | +4.3% | -28.8% | +33.0% | +6.9% |
| 6M | -1.3% | -30.3% | +29.0% | -0.3% |
| YTD | +4.7% | +62.4% | -57.7% | -3.6% |
| 1Y | +1.3% | +62.5% | -61.3% | -6.9% |
| 3Y | +57.2% | +7.4% | +49.8% | +47.5% |
| 5Y | +48.2% | +25.4% | +22.8% | +35.7% |
| 10Y | +62.7% | +102.6% | -39.9% | +39.2% |
| All | +2,151.7% | +1,203.4% | +948.3% | +1,389.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling