+67.9%
PPL vs VTRS
-30.6%
+98.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.2% |
| 7D | -0.4% | +4.6% | -4.9% | -0.9% |
| 30D | +2.6% | +19.4% | -16.7% | +0.3% |
| 3M | +0.8% | +30.8% | -30.0% | -2.7% |
| 6M | +1.4% | +21.6% | -20.2% | -1.3% |
| YTD | +4.3% | +71.2% | -66.9% | -3.2% |
| 1Y | +0.8% | +97.6% | -96.8% | -8.3% |
| 3Y | +57.9% | +163.9% | -106.0% | +36.2% |
| 5Y | +48.3% | +82.1% | -33.8% | +32.2% |
| All | +67.9% | -30.6% | +98.5% | +48.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling