+1,144.5%
VUG vs PPL
+348.5%
+796.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.8% | -6.3% | -5.8% |
| 7D | -7.1% | +1.0% | -8.2% | -7.6% |
| 30D | -12.1% | +6.8% | -18.9% | -14.5% |
| 3M | -8.1% | +3.9% | -12.0% | -9.8% |
| 6M | -3.2% | -2.0% | -1.2% | -3.1% |
| YTD | +0.5% | +5.3% | -4.8% | -2.7% |
| 1Y | -0.7% | +2.2% | -2.9% | -2.7% |
| 3Y | +77.1% | +56.7% | +20.4% | +42.2% |
| 5Y | +56.2% | +49.1% | +7.1% | +27.3% |
| 10Y | +394.1% | +63.6% | +330.4% | +265.6% |
| All | +1,144.5% | +348.5% | +796.0% | +503.9% |
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