-12.5%
VG vs PPL
-3.2%
-9.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | 0.0% | -7.7% | -7.7% |
| 7D | -16.4% | +1.8% | -18.2% | -15.7% |
| 30D | -10.8% | +8.4% | -19.2% | -7.6% |
| 3M | -6.3% | +2.4% | -8.7% | -5.3% |
| 6M | -12.5% | -4.0% | -8.6% | -14.2% |
| All | -12.5% | -3.2% | -9.3% | -14.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling