+500.1%
VST vs PPL
+47.7%
+452.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.8% | -6.9% | -6.5% |
| 7D | -19.9% | +1.0% | -20.9% | -20.4% |
| 30D | -29.7% | +6.8% | -36.5% | -32.2% |
| 3M | -19.6% | +3.9% | -23.4% | -21.3% |
| 6M | -29.4% | -2.0% | -27.4% | -29.0% |
| YTD | -29.7% | +5.3% | -35.0% | -32.0% |
| 1Y | -40.0% | +2.2% | -42.2% | -41.1% |
| 3Y | +231.0% | +56.7% | +174.3% | +145.8% |
| 5Y | +500.1% | +49.1% | +451.0% | +368.1% |
| All | +500.1% | +47.7% | +452.4% | +368.1% |
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 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