+64.2%
PPL vs VT
+374.2%
-310.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +2.7% | +0.4% | +2.2% | +2.4% |
| 30D | +0.5% | +1.0% | -0.5% | -0.1% |
| 3M | +0.7% | +2.4% | -1.7% | -1.1% |
| 6M | -7.6% | +12.0% | -19.6% | -14.3% |
| YTD | +1.8% | +15.3% | -13.5% | -7.4% |
| 1Y | -0.8% | +22.6% | -23.3% | -13.2% |
| 3Y | +56.9% | +74.7% | -17.8% | +8.3% |
| 5Y | +39.5% | +66.1% | -26.6% | -1.6% |
| 10Y | +55.4% | +225.0% | -169.6% | -28.4% |
| All | +64.2% | +374.2% | -310.0% | -48.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling