+619.5%
VRT vs PPL
+57.3%
+562.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.4% | +4.4% |
| 7D | +9.1% | +2.7% | +6.5% | +9.9% |
| 30D | +0.9% | +0.5% | +0.5% | +1.1% |
| 3M | -13.4% | +0.7% | -14.0% | -13.0% |
| 6M | +11.7% | -7.6% | +19.3% | +9.7% |
| YTD | +73.2% | +1.8% | +71.4% | +75.0% |
| 1Y | +123.4% | -0.8% | +124.2% | +124.7% |
| All | +619.5% | +57.3% | +562.3% | +745.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling