+716.4%
VGT vs PPL
+62.1%
+654.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.3% | +3.5% | +3.3% |
| 7D | -1.6% | -1.2% | -0.4% | -1.3% |
| 30D | -12.5% | +4.2% | -16.7% | -13.8% |
| 3M | -7.7% | +1.5% | -9.2% | -8.3% |
| 6M | -0.2% | +1.0% | -1.2% | -1.1% |
| YTD | +19.3% | +4.4% | +14.9% | +16.4% |
| 1Y | +18.2% | +0.8% | +17.4% | +16.7% |
| 3Y | +109.6% | +56.5% | +53.2% | +72.0% |
| 5Y | +105.5% | +47.7% | +57.8% | +71.7% |
| 10Y | +716.4% | +64.4% | +652.0% | +513.5% |
| All | +716.4% | +62.1% | +654.2% | +513.5% |
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