+26.4%
V vs PPL
+1.2%
+25.2%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | +2.2% | +0.4% | +1.8% | +2.1% |
| 30D | +13.6% | +5.4% | +8.1% | +12.9% |
| 3M | +14.3% | +4.3% | +10.0% | +13.8% |
| 6M | +33.1% | -1.3% | +34.4% | +33.0% |
| YTD | +21.2% | +4.7% | +16.6% | +21.1% |
| 1Y | +26.4% | +1.3% | +25.2% | +25.9% |
| All | +26.4% | +1.2% | +25.2% | +25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 1y: compounded portfolio wealth divided by compounded PPL 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…
1y analysis · Full analysis span regression · 6 months rolling