+159.8%
VXUS vs PPL
+204.3%
-44.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.8% | -4.5% | -4.0% |
| 7D | -3.4% | +1.0% | -4.4% | -3.8% |
| 30D | -5.8% | +6.8% | -12.7% | -8.2% |
| 3M | -6.4% | +3.9% | -10.3% | -7.9% |
| 6M | -2.5% | -2.0% | -0.5% | -2.2% |
| YTD | +7.9% | +5.3% | +2.6% | +5.0% |
| 1Y | +11.5% | +2.2% | +9.3% | +9.6% |
| 3Y | +63.4% | +56.7% | +6.7% | +34.2% |
| 5Y | +42.9% | +49.1% | -6.1% | +18.5% |
| 10Y | +138.9% | +63.6% | +75.2% | +81.3% |
| All | +159.8% | +204.3% | -44.4% | +28.5% |
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