+960.3%
VTI vs PPL
+296.6%
+663.7%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +0.1% | +2.7% | -2.6% | -1.0% |
| 30D | 0.0% | +0.5% | -0.4% | -0.2% |
| 3M | +2.0% | +0.7% | +1.3% | +1.4% |
| 6M | +13.0% | -7.6% | +20.6% | +16.2% |
| YTD | +13.9% | +1.8% | +12.1% | +12.2% |
| 1Y | +20.0% | -0.8% | +20.8% | +19.2% |
| 3Y | +75.8% | +56.9% | +18.9% | +40.7% |
| 5Y | +73.8% | +39.5% | +34.3% | +45.6% |
| 10Y | +297.5% | +55.4% | +242.1% | +202.5% |
| All | +960.3% | +296.6% | +663.7% | +361.4% |
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 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