+542.8%
VRT vs PPL
+47.7%
+495.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | +0.8% | -14.8% | -14.2% |
| 7D | -28.1% | +1.0% | -29.2% | -28.3% |
| 30D | -30.2% | +6.8% | -37.0% | -31.4% |
| 3M | -36.4% | +3.9% | -40.3% | -37.0% |
| 6M | -48.2% | -2.0% | -46.1% | -48.0% |
| YTD | +9.2% | +5.3% | +3.9% | +6.7% |
| 1Y | -7.2% | +2.2% | -9.4% | -8.5% |
| 3Y | +338.7% | +56.7% | +282.0% | +233.3% |
| 5Y | +542.8% | +49.1% | +493.8% | +389.0% |
| All | +542.8% | +47.7% | +495.2% | +389.0% |
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 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