+381.2%
PPG vs VCLT
+100.6%
+280.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -6.2% | -1.4% | -4.9% | -5.9% |
| 30D | -7.9% | -1.2% | -6.8% | -7.7% |
| 3M | -10.2% | -4.8% | -5.4% | -9.2% |
| 6M | +2.7% | -2.6% | +5.2% | +3.4% |
| YTD | +4.9% | -3.3% | +8.2% | +5.9% |
| 1Y | -3.2% | -4.8% | +1.6% | -2.0% |
| 3Y | -17.0% | +11.5% | -28.5% | -18.1% |
| 5Y | -23.3% | -17.0% | -6.4% | -25.2% |
| 10Y | +26.4% | +16.7% | +9.7% | +35.3% |
| All | +381.2% | +100.6% | +280.6% | +640.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling