+27.0%
VEA vs PPL
+0.8%
+26.2%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +1.9% | +1.8% | +0.1% | +1.8% |
| 30D | +0.8% | -1.1% | +1.8% | +0.8% |
| 3M | +5.7% | 0.0% | +5.7% | +5.6% |
| 6M | +13.3% | -7.6% | +20.9% | +13.9% |
| YTD | +18.4% | +1.7% | +16.7% | +18.2% |
| 1Y | +27.0% | +1.5% | +25.4% | +27.6% |
| All | +27.0% | +0.8% | +26.2% | +27.6% |
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 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