+396.8%
PPG vs VIG
+614.0%
-217.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -1.7% |
| 7D | -3.7% | -1.2% | -2.6% | -2.3% |
| 30D | -7.2% | -2.8% | -4.4% | -3.9% |
| 3M | -7.3% | +2.5% | -9.8% | -9.8% |
| 6M | +0.3% | +8.1% | -7.8% | -8.2% |
| YTD | +6.5% | +9.6% | -3.0% | -4.0% |
| 1Y | +0.5% | +14.2% | -13.6% | -13.8% |
| 3Y | -15.3% | +56.1% | -71.4% | -50.2% |
| 5Y | -22.9% | +62.8% | -85.7% | -56.2% |
| 10Y | +28.4% | +248.2% | -219.8% | -71.9% |
| All | +396.8% | +614.0% | -217.3% | -56.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling