+158.0%
VEA vs PPL
+62.1%
+95.9%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.2% | +3.0% |
| 7D | +0.4% | -1.2% | +1.6% | +0.8% |
| 30D | -0.7% | +4.2% | -4.9% | -2.2% |
| 3M | -3.9% | +1.5% | -5.4% | -4.5% |
| 6M | -0.6% | +1.0% | -1.6% | -1.3% |
| YTD | +12.9% | +4.4% | +8.5% | +10.4% |
| 1Y | +18.4% | +0.8% | +17.6% | +17.2% |
| 3Y | +75.3% | +56.5% | +18.8% | +45.5% |
| 5Y | +54.3% | +47.7% | +6.7% | +29.8% |
| 10Y | +158.0% | +64.4% | +93.6% | +101.6% |
| All | +158.0% | +62.1% | +95.9% | +101.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling