+53.2%
PPL vs VSXY
+106.4%
-53.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.1% | -5.3% | -0.4% |
| 7D | -1.2% | +15.2% | -16.4% | -1.7% |
| 30D | +4.2% | +37.0% | -32.8% | +3.1% |
| 3M | +1.5% | +15.2% | -13.7% | +0.9% |
| 6M | +1.0% | +136.3% | -135.3% | -2.5% |
| YTD | +4.4% | +109.6% | -105.2% | +0.9% |
| 1Y | +0.8% | +223.7% | -222.9% | -4.4% |
| 3Y | +56.5% | +516.3% | -459.8% | +39.5% |
| 5Y | +47.7% | +125.1% | -77.5% | +38.0% |
| All | +53.2% | +106.4% | -53.2% | +44.4% |
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