+800.0%
VGT vs PPL
+57.2%
+742.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.3% |
| 7D | -0.2% | -2.1% | +2.0% | +0.5% |
| 30D | -0.4% | -3.1% | +2.7% | +0.5% |
| 3M | +4.4% | -3.1% | +7.5% | +5.2% |
| 6M | +32.1% | -8.0% | +40.0% | +35.0% |
| YTD | +28.8% | -0.3% | +29.1% | +27.8% |
| 1Y | +35.3% | -2.2% | +37.6% | +34.9% |
| 3Y | +124.8% | +50.4% | +74.4% | +86.9% |
| 5Y | +137.9% | +36.9% | +101.0% | +104.5% |
| All | +800.0% | +57.2% | +742.8% | +599.6% |
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