+228.8%
VTV vs PPL
+67.2%
+161.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.4% |
| 7D | +2.9% | -0.4% | +3.3% | +3.1% |
| 30D | +3.8% | +2.6% | +1.1% | +2.5% |
| 3M | +1.6% | +0.8% | +0.7% | +1.0% |
| 6M | +11.2% | +1.4% | +9.8% | +10.0% |
| YTD | +22.0% | +4.3% | +17.7% | +18.7% |
| 1Y | +24.9% | +0.8% | +24.1% | +23.3% |
| 3Y | +78.5% | +57.9% | +20.6% | +41.0% |
| 5Y | +77.8% | +48.3% | +29.4% | +43.3% |
| All | +228.8% | +67.2% | +161.6% | +141.7% |
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