+227.8%
VST vs PPL
+56.9%
+170.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.8% | -6.9% | -6.4% |
| 7D | -19.9% | +1.0% | -20.9% | -20.2% |
| 30D | -29.7% | +6.8% | -36.5% | -31.4% |
| 3M | -19.6% | +3.9% | -23.4% | -20.8% |
| 6M | -29.4% | -2.0% | -27.4% | -29.2% |
| YTD | -29.7% | +5.3% | -35.0% | -31.0% |
| 1Y | -40.0% | +2.2% | -42.2% | -40.6% |
| All | +227.8% | +56.9% | +170.9% | +192.1% |
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