+183.8%
VXUS vs PPL
+194.3%
-10.5%
-36.0%
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 | +1.0% | +2.7% | -1.6% | 0.0% |
| 30D | +2.2% | +0.5% | +1.7% | +2.0% |
| 3M | +3.0% | +0.7% | +2.3% | +2.4% |
| 6M | +10.7% | -7.6% | +18.3% | +13.4% |
| YTD | +17.8% | +1.8% | +16.0% | +16.2% |
| 1Y | +27.6% | -0.8% | +28.3% | +26.8% |
| 3Y | +73.3% | +56.9% | +16.4% | +42.0% |
| 5Y | +54.3% | +39.5% | +14.8% | +31.4% |
| 10Y | +149.8% | +55.4% | +94.4% | +93.7% |
| All | +183.8% | +194.3% | -10.5% | +42.2% |
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