+173.7%
VEA vs PPL
+86.1%
+87.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +1.0% | +2.7% | -1.7% | -0.3% |
| 30D | +1.9% | +0.5% | +1.5% | +1.7% |
| 3M | +3.2% | +0.7% | +2.6% | +2.5% |
| 6M | +10.2% | -7.6% | +17.8% | +13.7% |
| YTD | +18.9% | +1.8% | +17.1% | +16.8% |
| 1Y | +29.3% | -0.8% | +30.1% | +28.4% |
| 3Y | +76.8% | +56.9% | +19.9% | +38.1% |
| 5Y | +61.2% | +39.5% | +21.7% | +31.9% |
| 10Y | +163.3% | +55.4% | +107.9% | +90.9% |
| All | +173.7% | +86.1% | +87.6% | +53.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling