+47.2%
VXUS vs PPL
+48.1%
-0.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.3% | +3.1% | +2.9% |
| 7D | +0.8% | -1.2% | +2.0% | +1.1% |
| 30D | -1.9% | +4.2% | -6.1% | -3.0% |
| 3M | -4.4% | +1.5% | -5.9% | -4.9% |
| 6M | -2.0% | +1.0% | -3.0% | -2.6% |
| YTD | +11.1% | +4.4% | +6.7% | +9.0% |
| 1Y | +15.1% | +0.8% | +14.3% | +14.1% |
| 3Y | +70.4% | +56.5% | +13.9% | +42.8% |
| 5Y | +47.2% | +47.7% | -0.5% | +24.0% |
| All | +47.2% | +48.1% | -0.9% | +24.0% |
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