+1,310.2%
PPL vs VTR
+1,482.3%
-172.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.2% | -0.5% |
| 7D | +0.4% | +4.7% | -4.2% | -0.5% |
| 30D | +5.4% | +10.9% | -5.4% | +3.3% |
| 3M | +4.3% | -3.2% | +7.5% | +4.8% |
| 6M | -1.3% | +3.7% | -5.0% | -2.3% |
| YTD | +4.7% | +16.8% | -12.1% | +1.3% |
| 1Y | +1.3% | +21.3% | -20.1% | -2.8% |
| 3Y | +57.2% | +119.0% | -61.8% | +34.4% |
| 5Y | +48.2% | +94.0% | -45.7% | +28.6% |
| 10Y | +62.7% | +112.3% | -49.5% | +32.0% |
| All | +1,310.2% | +1,482.3% | -172.1% | +885.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling