+57.7%
VT vs PPL
+45.8%
+11.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.4% |
| 7D | -1.6% | +1.5% | -3.1% | -2.0% |
| 30D | -2.5% | +8.9% | -11.4% | -5.0% |
| 3M | -1.3% | +2.3% | -3.6% | -2.1% |
| 6M | +3.1% | -3.5% | +6.6% | +3.9% |
| YTD | +10.9% | +4.4% | +6.5% | +8.6% |
| 1Y | +12.1% | +1.3% | +10.8% | +10.8% |
| 3Y | +73.9% | +55.5% | +18.4% | +42.5% |
| All | +57.7% | +45.8% | +11.9% | +31.0% |
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