+57.9%
PPL vs VTR
+130.0%
-72.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.6% |
| 7D | -0.4% | +0.2% | -0.6% | -0.4% |
| 30D | +2.6% | +5.5% | -2.8% | +0.7% |
| 3M | +0.8% | -0.9% | +1.7% | +1.0% |
| 6M | +1.4% | -0.4% | +1.8% | +0.9% |
| YTD | +4.3% | +17.0% | -12.7% | -2.3% |
| 1Y | +0.8% | +18.0% | -17.2% | -6.0% |
| 3Y | +57.9% | +127.4% | -69.5% | +14.8% |
| All | +57.9% | +130.0% | -72.1% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 3y: compounded portfolio wealth divided by compounded VTR 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…
3y analysis · Full analysis span regression · 6 months rolling