+742.6%
VGT vs PPL
+65.0%
+677.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | +5.6% | -2.2% | +7.8% | +6.4% |
| 30D | -10.6% | +1.7% | -12.3% | -11.2% |
| 3M | -6.9% | +0.1% | -7.0% | -7.2% |
| 6M | +0.9% | -1.5% | +2.5% | +0.9% |
| YTD | +20.4% | +3.0% | +17.5% | +18.0% |
| 1Y | +17.4% | -1.4% | +18.8% | +16.7% |
| 3Y | +106.3% | +53.5% | +52.8% | +70.4% |
| 5Y | +107.9% | +46.4% | +61.5% | +74.2% |
| All | +742.6% | +65.0% | +677.6% | +536.4% |
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