+213.0%
VT vs PPL
+62.9%
+150.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.8% | -4.9% | -4.4% |
| 7D | -4.2% | +1.0% | -5.2% | -4.5% |
| 30D | -5.8% | +6.8% | -12.6% | -8.1% |
| 3M | -5.2% | +3.9% | -9.1% | -6.7% |
| 6M | +0.1% | -2.0% | +2.2% | +0.4% |
| YTD | +8.2% | +5.3% | +3.0% | +5.4% |
| 1Y | +10.1% | +2.2% | +7.9% | +8.3% |
| 3Y | +69.7% | +56.7% | +12.9% | +39.2% |
| 5Y | +53.4% | +49.1% | +4.3% | +27.5% |
| All | +213.0% | +62.9% | +150.0% | +140.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling