+53.7%
PPL vs VSXY
+96.5%
-42.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -0.6% |
| 7D | +0.4% | +11.8% | -11.4% | 0.0% |
| 30D | +5.4% | +25.9% | -20.5% | +4.6% |
| 3M | +4.3% | +15.5% | -11.3% | +3.6% |
| 6M | -1.3% | +109.7% | -111.1% | -4.4% |
| YTD | +4.7% | +99.5% | -94.8% | +1.4% |
| 1Y | +1.3% | +197.5% | -196.2% | -3.6% |
| 3Y | +57.2% | +453.3% | -396.0% | +41.0% |
| 5Y | +48.2% | +110.3% | -62.0% | +38.8% |
| All | +53.7% | +96.5% | -42.8% | +45.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling