+54.6%
PPL vs VTRS
-48.8%
+103.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.6% | -0.1% |
| 7D | -1.8% | -3.3% | +1.6% | -1.3% |
| 30D | -2.2% | +1.4% | -3.6% | -2.4% |
| 3M | -3.1% | +4.6% | -7.7% | -3.7% |
| 6M | -8.1% | +18.1% | -26.2% | -10.2% |
| YTD | 0.0% | +34.7% | -34.6% | -4.2% |
| 1Y | -1.3% | +65.6% | -67.0% | -8.2% |
| 3Y | +52.7% | +83.8% | -31.1% | +38.2% |
| 5Y | +37.4% | +46.5% | -9.1% | +26.1% |
| All | +54.6% | -48.8% | +103.4% | +44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded VTRS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling