-15.4%
PPG vs VLTO
+23.4%
-38.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.6% | -1.4% |
| 7D | -5.1% | -4.5% | -0.6% | -3.3% |
| 30D | -9.6% | -4.6% | -5.0% | -7.8% |
| 3M | -6.4% | +13.3% | -19.7% | -11.4% |
| 6M | +0.5% | +2.1% | -1.6% | -0.7% |
| YTD | +4.4% | -6.1% | +10.5% | +6.7% |
| 1Y | -0.9% | -11.4% | +10.5% | +4.3% |
| All | -15.4% | +23.4% | -38.8% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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