+1,271.6%
PPL vs VTR
+1,499.7%
-228.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.4% |
| 7D | +2.7% | -1.7% | +4.3% | +3.0% |
| 30D | +0.5% | -2.4% | +2.9% | +0.9% |
| 3M | +0.7% | +14.8% | -14.1% | -2.1% |
| 6M | -7.6% | +5.3% | -12.9% | -8.7% |
| YTD | +1.8% | +18.1% | -16.3% | -1.6% |
| 1Y | -0.8% | +36.7% | -37.5% | -6.8% |
| 3Y | +56.9% | +130.1% | -73.2% | +32.8% |
| 5Y | +39.5% | +89.5% | -50.0% | +21.6% |
| 10Y | +55.4% | +87.4% | -32.0% | +28.3% |
| All | +1,271.6% | +1,499.7% | -228.2% | +857.5% |
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