+0.8%
PPG vs VLTO
+56.3%
-55.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.2% |
| 7D | +3.2% | +1.6% | +1.6% | +2.6% |
| 30D | +20.4% | +22.0% | -1.6% | +10.7% |
| 3M | +8.4% | +21.9% | -13.5% | -0.4% |
| 6M | +15.6% | +36.5% | -20.9% | +1.1% |
| YTD | +24.4% | +19.0% | +5.4% | +15.0% |
| 1Y | +32.9% | +21.0% | +11.9% | +21.5% |
| 3Y | +3.7% | +69.9% | -66.2% | -16.1% |
| All | +0.8% | +56.3% | -55.5% | -15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling