+1,250.4%
VUG vs PPL
+333.8%
+916.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -0.1% | +2.7% | -2.8% | -1.2% |
| 30D | -0.3% | +0.5% | -0.8% | -0.6% |
| 3M | -0.7% | +0.7% | -1.3% | -1.3% |
| 6M | +14.6% | -7.6% | +22.2% | +17.6% |
| YTD | +9.0% | +1.8% | +7.2% | +7.3% |
| 1Y | +14.9% | -0.8% | +15.6% | +13.9% |
| 3Y | +86.0% | +56.9% | +29.2% | +49.1% |
| 5Y | +76.7% | +39.5% | +37.2% | +48.2% |
| 10Y | +411.3% | +55.4% | +355.9% | +287.1% |
| All | +1,250.4% | +333.8% | +916.6% | +565.4% |
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