-3.2%
PPG vs VCLT
-4.4%
+1.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -6.2% | -1.4% | -4.9% | -4.0% |
| 30D | -7.9% | -1.2% | -6.8% | -6.1% |
| 3M | -10.2% | -4.8% | -5.4% | -2.7% |
| 6M | +2.7% | -2.6% | +5.2% | +7.7% |
| YTD | +4.9% | -3.3% | +8.2% | +11.6% |
| 1Y | -3.2% | -4.8% | +1.6% | +6.3% |
| All | -3.2% | -4.4% | +1.2% | +6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 1y: compounded portfolio wealth divided by compounded VCLT 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…
1y analysis · Full analysis span regression · 6 months rolling