+1.9%
VUG vs PPL
+1.2%
+0.7%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +0.8% |
| 7D | -3.4% | +0.4% | -3.8% | -3.3% |
| 30D | -11.1% | +5.4% | -16.5% | -10.4% |
| 3M | -7.2% | +4.3% | -11.5% | -6.7% |
| 6M | -4.1% | -1.3% | -2.8% | -4.0% |
| YTD | +1.4% | +4.7% | -3.3% | +1.8% |
| 1Y | +1.9% | +1.3% | +0.7% | +3.8% |
| All | +1.9% | +1.2% | +0.7% | +3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling