-0.9%
PPG vs VLTO
+55.4%
-56.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -1.6% |
| 7D | -0.2% | +0.8% | -1.0% | -0.5% |
| 30D | +17.7% | +18.7% | -1.0% | +9.5% |
| 3M | +7.4% | +21.7% | -14.3% | -1.2% |
| 6M | +16.4% | +35.8% | -19.4% | +2.0% |
| YTD | +22.4% | +18.3% | +4.1% | +13.3% |
| 1Y | +28.6% | +20.9% | +7.7% | +17.5% |
| 3Y | +2.0% | +68.8% | -66.9% | -17.3% |
| All | -0.9% | +55.4% | -56.3% | -16.3% |
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