-23.1%
PPG vs VO
+42.1%
-65.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | -0.4% |
| 7D | -6.2% | -1.5% | -4.7% | -4.6% |
| 30D | -7.9% | -3.0% | -4.9% | -4.8% |
| 3M | -10.2% | +2.8% | -13.0% | -12.7% |
| 6M | +2.7% | +10.9% | -8.3% | -7.6% |
| YTD | +4.9% | +12.5% | -7.6% | -6.9% |
| 1Y | -3.2% | +12.0% | -15.2% | -13.7% |
| 3Y | -17.0% | +56.3% | -73.3% | -47.8% |
| All | -23.1% | +42.1% | -65.2% | -48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling