+732.2%
VTV vs PPL
+344.8%
+387.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.2% | +2.1% |
| 7D | -0.5% | -1.2% | +0.7% | +0.1% |
| 30D | +3.1% | +4.2% | -1.2% | +1.0% |
| 3M | +1.8% | +1.5% | +0.3% | +0.9% |
| 6M | +10.9% | +1.0% | +9.8% | +9.8% |
| YTD | +20.9% | +4.4% | +16.5% | +17.3% |
| 1Y | +24.6% | +0.8% | +23.9% | +22.9% |
| 3Y | +78.6% | +56.5% | +22.1% | +39.8% |
| 5Y | +76.4% | +47.7% | +28.7% | +40.6% |
| 10Y | +230.7% | +64.4% | +166.3% | +137.8% |
| All | +732.2% | +344.8% | +387.4% | +268.5% |
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