+1,934.0%
VRT vs PPL
+77.4%
+1,856.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.3% | -4.9% | -4.0% |
| 7D | +10.5% | -0.4% | +10.9% | +10.6% |
| 30D | -9.3% | +2.6% | -12.0% | -10.4% |
| 3M | -29.6% | +0.8% | -30.4% | -30.0% |
| 6M | -45.4% | +1.4% | -46.8% | -46.0% |
| YTD | +24.8% | +4.3% | +20.5% | +21.5% |
| 1Y | +23.6% | +0.8% | +22.9% | +21.8% |
| 3Y | +379.7% | +57.9% | +321.8% | +277.5% |
| 5Y | +660.3% | +48.3% | +612.0% | +519.6% |
| All | +1,934.0% | +77.4% | +1,856.6% | +1,476.3% |
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