+24.1%
PPG vs VIG
+250.0%
-226.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | -0.4% |
| 7D | -6.2% | -1.1% | -5.2% | -5.0% |
| 30D | -7.9% | -2.7% | -5.2% | -4.9% |
| 3M | -10.2% | +2.5% | -12.8% | -12.6% |
| 6M | +2.7% | +9.2% | -6.6% | -6.6% |
| YTD | +4.9% | +9.8% | -5.0% | -5.1% |
| 1Y | -3.2% | +12.4% | -15.6% | -14.7% |
| 3Y | -17.0% | +55.9% | -72.9% | -49.2% |
| 5Y | -23.3% | +63.9% | -87.3% | -54.9% |
| All | +24.1% | +250.0% | -226.0% | -67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 10y: compounded portfolio wealth divided by compounded VIG 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…
10y analysis · Full analysis span regression · 6 months rolling