-17.0%
PPG vs VEU
+73.8%
-90.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | -0.6% |
| 7D | -6.2% | -1.4% | -4.8% | -4.8% |
| 30D | -7.9% | -0.4% | -7.5% | -7.5% |
| 3M | -10.2% | +2.5% | -12.8% | -12.6% |
| 6M | +2.7% | +11.1% | -8.5% | -8.2% |
| YTD | +4.9% | +16.5% | -11.6% | -10.8% |
| 1Y | -3.2% | +22.9% | -26.1% | -22.3% |
| 3Y | -17.0% | +73.4% | -90.4% | -53.1% |
| All | -17.0% | +73.8% | -90.8% | -53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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