+2,723.0%
VRT vs PPL
+73.2%
+2,649.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.4% | +4.4% |
| 7D | +9.1% | +2.7% | +6.5% | +8.2% |
| 30D | +0.9% | +0.5% | +0.5% | +0.8% |
| 3M | -13.4% | +0.7% | -14.0% | -14.0% |
| 6M | +11.7% | -7.6% | +19.3% | +14.2% |
| YTD | +73.2% | +1.8% | +71.4% | +70.5% |
| 1Y | +123.4% | -0.8% | +124.2% | +121.4% |
| 3Y | +606.2% | +56.9% | +549.3% | +455.2% |
| 5Y | +899.9% | +39.5% | +860.4% | +735.5% |
| All | +2,723.0% | +73.2% | +2,649.9% | +2,111.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling