+289.6%
VTI vs PPL
+67.2%
+222.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.9% |
| 7D | +2.5% | -0.4% | +2.9% | +2.7% |
| 30D | -1.5% | +2.6% | -4.2% | -2.6% |
| 3M | -3.2% | +0.8% | -4.0% | -3.7% |
| 6M | +2.3% | +1.4% | +0.9% | +1.3% |
| YTD | +11.6% | +4.3% | +7.3% | +8.8% |
| 1Y | +13.8% | +0.8% | +13.0% | +12.4% |
| 3Y | +77.4% | +57.9% | +19.5% | +43.1% |
| 5Y | +64.6% | +48.3% | +16.2% | +35.4% |
| All | +289.6% | +67.2% | +222.4% | +193.4% |
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