+61.1%
PPL vs VT
+214.8%
-153.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.1% | +4.9% | +3.3% |
| 7D | +1.0% | -4.2% | +5.2% | +3.6% |
| 30D | +6.8% | -5.8% | +12.6% | +10.7% |
| 3M | +3.9% | -5.2% | +9.1% | +7.2% |
| 6M | -2.0% | +0.1% | -2.2% | -2.9% |
| YTD | +5.3% | +8.2% | -3.0% | -1.3% |
| 1Y | +2.2% | +10.1% | -7.9% | -5.3% |
| 3Y | +56.7% | +69.7% | -12.9% | +4.8% |
| 5Y | +49.1% | +53.4% | -4.3% | +6.4% |
| All | +61.1% | +214.8% | -153.7% | -33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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