+567.3%
VRT vs PPL
+47.9%
+519.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.6% | +4.0% | +3.6% |
| 7D | -21.4% | +0.4% | -21.8% | -21.5% |
| 30D | -25.8% | +5.4% | -31.3% | -26.9% |
| 3M | -33.5% | +4.3% | -37.8% | -34.3% |
| 6M | -49.0% | -1.3% | -47.7% | -49.0% |
| YTD | +12.9% | +4.7% | +8.3% | +10.5% |
| 1Y | 0.0% | +1.3% | -1.2% | -1.1% |
| 3Y | +361.8% | +57.2% | +304.6% | +248.9% |
| All | +567.3% | +47.9% | +519.4% | +407.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling