-23.1%
PPG vs VCLT
-17.2%
-5.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -6.2% | -1.4% | -4.9% | -5.3% |
| 30D | -7.9% | -1.2% | -6.8% | -7.1% |
| 3M | -10.2% | -4.8% | -5.4% | -6.8% |
| 6M | +2.7% | -2.6% | +5.2% | +5.0% |
| YTD | +4.9% | -3.3% | +8.2% | +8.0% |
| 1Y | -3.2% | -4.8% | +1.6% | +0.7% |
| 3Y | -17.0% | +11.5% | -28.5% | -22.1% |
| All | -23.1% | -17.2% | -5.9% | -24.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling