-23.1%
PPG vs VIG
+63.0%
-86.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | -0.5% |
| 7D | -6.2% | -1.1% | -5.2% | -4.8% |
| 30D | -7.9% | -2.7% | -5.2% | -4.4% |
| 3M | -10.2% | +2.5% | -12.8% | -12.9% |
| 6M | +2.7% | +9.2% | -6.6% | -8.1% |
| YTD | +4.9% | +9.8% | -5.0% | -6.7% |
| 1Y | -3.2% | +12.4% | -15.6% | -16.5% |
| 3Y | -17.0% | +55.9% | -72.9% | -53.6% |
| All | -23.1% | +63.0% | -86.1% | -59.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling