-13.7%
PPG vs VLTO
+25.1%
-38.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -2.0% |
| 7D | -3.7% | -2.6% | -1.2% | -2.7% |
| 30D | -7.2% | -2.5% | -4.7% | -6.3% |
| 3M | -7.3% | +10.1% | -17.4% | -11.2% |
| 6M | +0.3% | +1.0% | -0.7% | -0.4% |
| YTD | +6.5% | -4.8% | +11.3% | +8.2% |
| 1Y | +0.5% | -9.3% | +9.9% | +4.7% |
| All | -13.7% | +25.1% | -38.8% | -20.1% |
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