+13.8%
VRT vs PPL
+1.0%
+12.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | 0.0% | -12.9% | -12.9% |
| 7D | -15.4% | +1.8% | -17.2% | -15.0% |
| 30D | -19.0% | +8.4% | -27.4% | -17.5% |
| 3M | -23.8% | +2.4% | -26.2% | -23.4% |
| 6M | -37.9% | -4.0% | -33.9% | -38.0% |
| YTD | +27.0% | +4.5% | +22.5% | +28.7% |
| 1Y | +13.8% | +1.7% | +12.1% | +20.8% |
| All | +13.8% | +1.0% | +12.8% | +20.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling