+226.3%
VTV vs PPL
+55.2%
+171.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | +0.3% | +1.8% | -1.5% | -0.5% |
| 30D | +0.1% | -1.1% | +1.2% | +0.6% |
| 3M | +6.2% | 0.0% | +6.2% | +6.0% |
| 6M | +13.5% | -7.6% | +21.1% | +17.0% |
| YTD | +18.9% | +1.7% | +17.1% | +17.1% |
| 1Y | +25.8% | +1.5% | +24.3% | +23.8% |
| 3Y | +68.7% | +55.3% | +13.5% | +34.5% |
| 5Y | +80.3% | +37.7% | +42.6% | +50.9% |
| 10Y | +226.3% | +54.0% | +172.4% | +145.9% |
| All | +226.3% | +55.2% | +171.2% | +145.9% |
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