+1,216.9%
VST vs PPL
+63.4%
+1,153.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | +8.9% | +2.7% | +6.2% | +7.3% |
| 30D | +6.2% | +0.5% | +5.7% | +5.9% |
| 3M | -2.7% | +0.7% | -3.4% | -3.5% |
| 6M | -8.4% | -7.6% | -0.8% | -4.6% |
| YTD | -7.2% | +1.8% | -9.0% | -8.5% |
| 1Y | -20.9% | -0.8% | -20.1% | -21.2% |
| 3Y | +384.0% | +56.9% | +327.1% | +262.3% |
| 5Y | +757.1% | +39.5% | +717.5% | +587.0% |
| All | +1,216.9% | +63.4% | +1,153.4% | +882.5% |
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