-26.3%
PPG vs VSXY
+37.5%
-63.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.1% | -2.7% | 0.0% |
| 7D | -6.2% | +0.1% | -6.4% | -6.3% |
| 30D | -7.9% | -18.7% | +10.7% | -5.2% |
| 3M | -10.2% | -4.0% | -6.2% | -10.2% |
| 6M | +2.7% | +67.5% | -64.8% | -7.7% |
| YTD | +4.9% | +39.7% | -34.8% | -3.3% |
| 1Y | -3.2% | +180.0% | -183.2% | -21.0% |
| 3Y | -17.0% | +337.3% | -354.3% | -42.5% |
| 5Y | -23.3% | +22.7% | -46.0% | -35.2% |
| All | -26.3% | +37.5% | -63.8% | -38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 10y: compounded portfolio wealth divided by compounded VSXY 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…
10y analysis · Full analysis span regression · 6 months rolling