+518.5%
PPG vs VO
+814.4%
-295.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -1.5% |
| 7D | -3.7% | -0.6% | -3.1% | -3.2% |
| 30D | -7.2% | -1.9% | -5.3% | -5.4% |
| 3M | -7.3% | +3.3% | -10.6% | -10.0% |
| 6M | +0.3% | +9.7% | -9.4% | -8.0% |
| YTD | +6.5% | +12.6% | -6.1% | -4.7% |
| 1Y | +0.5% | +13.6% | -13.1% | -10.9% |
| 3Y | -15.3% | +56.8% | -72.1% | -45.2% |
| 5Y | -22.9% | +42.3% | -65.2% | -44.9% |
| 10Y | +28.4% | +199.2% | -170.8% | -56.4% |
| All | +518.5% | +814.4% | -295.9% | -30.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling