+49.3%
PPL vs VSXY
+42.7%
+6.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.9% | -3.9% | -0.2% |
| 7D | +1.8% | -6.8% | +8.5% | +2.0% |
| 30D | -1.1% | -20.4% | +19.3% | -0.4% |
| 3M | 0.0% | +2.9% | -2.9% | -0.2% |
| 6M | -7.6% | +67.9% | -75.5% | -9.8% |
| YTD | +1.7% | +44.9% | -43.1% | -0.4% |
| 1Y | +1.5% | +205.9% | -204.4% | -3.8% |
| 3Y | +55.3% | +373.9% | -318.6% | +38.7% |
| 5Y | +37.7% | +23.5% | +14.2% | +30.3% |
| All | +49.3% | +42.7% | +6.7% | +42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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