+2,090.1%
PPL vs VSH
+1,674.8%
+415.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.4% | -4.4% | -0.4% |
| 7D | +2.7% | +4.1% | -1.4% | +2.2% |
| 30D | +0.5% | -4.2% | +4.6% | +0.8% |
| 3M | +0.7% | -50.0% | +50.6% | +6.5% |
| 6M | -7.6% | +80.2% | -87.8% | -14.8% |
| YTD | +1.8% | +121.1% | -119.3% | -8.3% |
| 1Y | -0.8% | +112.0% | -112.8% | -10.6% |
| 3Y | +56.9% | +22.5% | +34.3% | +46.6% |
| 5Y | +39.5% | +64.0% | -24.5% | +25.3% |
| 10Y | +55.4% | +170.4% | -115.0% | +30.2% |
| All | +2,090.1% | +1,674.8% | +415.2% | +1,315.7% |
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