+134.8%
VXUS vs PPL
+62.0%
+72.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | -1.8% | +0.4% | -2.2% | -1.9% |
| 30D | -4.6% | +5.4% | -10.0% | -6.3% |
| 3M | -6.1% | +4.3% | -10.4% | -7.5% |
| 6M | -4.9% | -1.3% | -3.6% | -4.8% |
| YTD | +8.1% | +4.7% | +3.4% | +5.7% |
| 1Y | +12.1% | +1.3% | +10.8% | +10.8% |
| 3Y | +63.9% | +57.2% | +6.6% | +37.1% |
| 5Y | +43.1% | +48.2% | -5.1% | +21.3% |
| All | +134.8% | +62.0% | +72.7% | +85.3% |
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