+294.6%
VTI vs PPL
+55.2%
+239.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | +0.6% | +1.8% | -1.1% | 0.0% |
| 30D | -1.1% | -1.1% | 0.0% | -0.7% |
| 3M | +3.9% | 0.0% | +3.9% | +3.6% |
| 6M | +14.6% | -7.6% | +22.2% | +17.6% |
| YTD | +13.3% | +1.7% | +11.6% | +11.7% |
| 1Y | +19.2% | +1.5% | +17.6% | +17.3% |
| 3Y | +77.4% | +55.3% | +22.1% | +44.0% |
| 5Y | +74.0% | +37.7% | +36.3% | +47.9% |
| 10Y | +294.6% | +54.0% | +240.6% | +204.0% |
| All | +294.6% | +55.2% | +239.4% | +204.0% |
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 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