-17.0%
PPG vs VCLT
+11.4%
-28.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -6.2% | -1.4% | -4.9% | -5.0% |
| 30D | -7.9% | -1.2% | -6.8% | -6.9% |
| 3M | -10.2% | -4.8% | -5.4% | -6.0% |
| 6M | +2.7% | -2.6% | +5.2% | +5.6% |
| YTD | +4.9% | -3.3% | +8.2% | +8.7% |
| 1Y | -3.2% | -4.8% | +1.6% | +1.5% |
| 3Y | -17.0% | +11.5% | -28.5% | -23.3% |
| All | -17.0% | +11.4% | -28.4% | -23.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling