+938.3%
VTI vs PPL
+306.6%
+631.7%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.8% | +2.6% |
| 7D | +0.2% | -1.2% | +1.5% | +0.7% |
| 30D | -2.9% | +4.2% | -7.1% | -4.7% |
| 3M | -2.6% | +1.5% | -4.1% | -3.5% |
| 6M | +2.8% | +1.0% | +1.7% | +1.7% |
| YTD | +11.6% | +4.4% | +7.2% | +8.5% |
| 1Y | +13.6% | +0.8% | +12.9% | +12.1% |
| 3Y | +79.9% | +56.5% | +23.4% | +44.2% |
| 5Y | +64.3% | +47.7% | +16.6% | +34.1% |
| 10Y | +291.9% | +64.4% | +227.5% | +190.9% |
| All | +938.3% | +306.6% | +631.7% | +346.3% |
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