+63.6%
VUG vs PPL
+48.6%
+15.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.8% |
| 7D | -1.2% | 0.0% | -1.2% | -1.2% |
| 30D | -8.9% | +4.3% | -13.2% | -9.9% |
| 3M | -5.9% | +2.9% | -8.9% | -6.7% |
| 6M | -3.3% | +1.1% | -4.4% | -3.9% |
| YTD | +3.4% | +4.5% | -1.0% | +1.4% |
| 1Y | +1.9% | +0.1% | +1.8% | +1.2% |
| 3Y | +76.9% | +55.7% | +21.2% | +43.8% |
| All | +63.6% | +48.6% | +15.1% | +36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling