+86.3%
PPL vs VTEB
+26.7%
+59.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +2.7% | -0.8% | +3.4% | +3.6% |
| 30D | +0.5% | -1.3% | +1.8% | +2.1% |
| 3M | +0.7% | -2.1% | +2.8% | +3.3% |
| 6M | -7.6% | -1.7% | -5.9% | -5.7% |
| YTD | +1.8% | -0.6% | +2.4% | +2.5% |
| 1Y | -0.8% | +3.1% | -3.8% | -4.2% |
| 3Y | +56.9% | +9.2% | +47.6% | +41.3% |
| 5Y | +39.5% | +2.2% | +37.4% | +35.6% |
| 10Y | +55.4% | +18.8% | +36.6% | +37.1% |
| All | +86.3% | +26.7% | +59.7% | +62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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