+396.3%
VUG vs PPL
+62.1%
+334.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.3% | +3.1% | +2.9% |
| 7D | +0.5% | -1.2% | +1.7% | +0.9% |
| 30D | -8.2% | +4.2% | -12.4% | -9.5% |
| 3M | -5.4% | +1.5% | -7.0% | -6.1% |
| 6M | -2.5% | +1.0% | -3.6% | -3.4% |
| YTD | +4.2% | +4.4% | -0.2% | +1.8% |
| 1Y | +5.0% | +0.8% | +4.3% | +3.8% |
| 3Y | +81.7% | +56.5% | +25.3% | +50.2% |
| 5Y | +62.5% | +47.7% | +14.8% | +36.8% |
| 10Y | +396.3% | +64.4% | +331.9% | +282.2% |
| All | +396.3% | +62.1% | +334.2% | +282.2% |
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