+1,855.0%
VRT vs PPL
+77.6%
+1,777.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.2% | -3.1% |
| 7D | -17.7% | 0.0% | -17.7% | -17.8% |
| 30D | -20.0% | +4.3% | -24.3% | -21.3% |
| 3M | -28.1% | +2.9% | -31.0% | -28.9% |
| 6M | -42.8% | +1.1% | -43.9% | -43.4% |
| YTD | +20.0% | +4.5% | +15.5% | +16.8% |
| 1Y | +3.5% | +0.1% | +3.4% | +2.3% |
| 3Y | +366.1% | +55.7% | +310.4% | +269.6% |
| 5Y | +632.2% | +47.6% | +584.6% | +498.2% |
| All | +1,855.0% | +77.6% | +1,777.3% | +1,415.0% |
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