+962.7%
VST vs PPL
+67.6%
+895.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | 0.0% | -13.9% | -13.8% |
| 7D | -15.7% | +1.8% | -17.5% | -16.6% |
| 30D | -17.0% | +8.4% | -25.4% | -20.8% |
| 3M | -15.9% | +2.4% | -18.3% | -17.2% |
| 6M | -25.0% | -4.0% | -21.0% | -23.7% |
| YTD | -25.1% | +4.5% | -29.6% | -27.4% |
| 1Y | -34.9% | +1.7% | -36.6% | -36.0% |
| 3Y | +252.7% | +55.5% | +197.2% | +165.7% |
| 5Y | +582.3% | +47.0% | +535.3% | +429.6% |
| 10Y | +1,076.6% | +62.4% | +1,014.2% | +766.3% |
| All | +962.7% | +67.6% | +895.1% | +680.1% |
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 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