+68.4%
PPL vs VT
+356.1%
-287.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +1.5% | -1.6% | +3.1% | +2.5% |
| 30D | +8.9% | -2.5% | +11.4% | +10.4% |
| 3M | +2.3% | -1.3% | +3.6% | +3.0% |
| 6M | -3.5% | +3.1% | -6.6% | -5.7% |
| YTD | +4.4% | +10.9% | -6.5% | -2.9% |
| 1Y | +1.3% | +12.1% | -10.8% | -6.5% |
| 3Y | +55.5% | +73.9% | -18.4% | +7.4% |
| 5Y | +44.9% | +58.0% | -13.1% | +5.3% |
| 10Y | +61.9% | +225.5% | -163.5% | -25.5% |
| All | +68.4% | +356.1% | -287.7% | -45.5% |
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