+2,125.3%
PPL vs VSH
+1,531.5%
+593.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +8.8% | -9.7% | -1.8% |
| 7D | -1.0% | +12.8% | -13.7% | -2.4% |
| 30D | +3.0% | -9.0% | +12.1% | +3.4% |
| 3M | +1.1% | -12.2% | +13.3% | +1.5% |
| 6M | -0.8% | -15.9% | +15.2% | -1.6% |
| YTD | +3.5% | +103.2% | -99.8% | -6.8% |
| 1Y | -0.9% | +108.4% | -109.3% | -11.1% |
| 3Y | +54.2% | +41.6% | +12.7% | +40.7% |
| 5Y | +46.3% | +54.6% | -8.3% | +31.1% |
| 10Y | +65.0% | +138.2% | -73.1% | +38.8% |
| All | +2,125.3% | +1,531.5% | +593.7% | +1,338.7% |
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