+8.6%
VRT vs PPL
-0.2%
+8.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.2% | -3.1% |
| 7D | -17.7% | 0.0% | -17.7% | -17.6% |
| 30D | -20.0% | +4.3% | -24.3% | -19.0% |
| 3M | -28.1% | +2.9% | -31.0% | -27.5% |
| 6M | -42.8% | +1.1% | -43.9% | -42.4% |
| YTD | +20.0% | +4.5% | +15.5% | +22.0% |
| All | +8.6% | -0.2% | +8.8% | +14.5% |
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 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