+2,020.8%
VGT vs PPL
+346.0%
+1,674.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +1.9% | +1.6% |
| 7D | -7.2% | +0.4% | -7.6% | -7.4% |
| 30D | -16.1% | +5.4% | -21.6% | -18.0% |
| 3M | -9.2% | +4.3% | -13.4% | -10.9% |
| 6M | -0.7% | -1.3% | +0.6% | -0.9% |
| YTD | +15.6% | +4.7% | +10.9% | +12.2% |
| 1Y | +14.4% | +1.3% | +13.1% | +12.4% |
| 3Y | +105.2% | +57.2% | +48.0% | +65.1% |
| 5Y | +100.0% | +48.2% | +51.8% | +63.9% |
| 10Y | +712.1% | +62.7% | +649.4% | +507.5% |
| All | +2,020.8% | +346.0% | +1,674.7% | +983.8% |
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