-17.4%
PPG vs VO
+54.6%
-72.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -0.9% |
| 7D | -5.1% | -2.5% | -2.7% | -2.4% |
| 30D | -9.6% | -3.2% | -6.3% | -6.1% |
| 3M | -6.4% | +3.9% | -10.4% | -10.1% |
| 6M | +0.5% | +9.6% | -9.1% | -8.7% |
| YTD | +4.4% | +11.6% | -7.1% | -6.8% |
| 1Y | -0.9% | +12.6% | -13.5% | -12.5% |
| All | -17.4% | +54.6% | -72.0% | -47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 3y: compounded portfolio wealth divided by compounded VO 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…
3y analysis · Full analysis span regression · 6 months rolling