+913.2%
VTI vs PPL
+307.8%
+605.4%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +0.9% | +0.6% |
| 7D | -2.6% | +0.4% | -3.0% | -2.8% |
| 30D | -5.0% | +5.4% | -10.5% | -7.2% |
| 3M | -4.3% | +4.3% | -8.5% | -6.2% |
| 6M | +0.6% | -1.3% | +1.9% | +0.6% |
| YTD | +8.9% | +4.7% | +4.2% | +5.7% |
| 1Y | +11.1% | +1.3% | +9.9% | +9.4% |
| 3Y | +74.5% | +57.2% | +17.3% | +39.6% |
| 5Y | +60.1% | +48.2% | +11.8% | +30.4% |
| 10Y | +297.4% | +62.7% | +234.7% | +196.2% |
| All | +913.2% | +307.8% | +605.4% | +335.0% |
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 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