-26.6%
PPG vs VSXY
+33.4%
-60.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.1% | +1.1% | -1.5% |
| 7D | -5.1% | -0.3% | -4.8% | -5.1% |
| 30D | -9.6% | -22.1% | +12.5% | -6.3% |
| 3M | -6.4% | -1.1% | -5.3% | -6.8% |
| 6M | +0.5% | +53.8% | -53.3% | -8.4% |
| YTD | +4.4% | +35.5% | -31.0% | -3.2% |
| 1Y | -0.9% | +186.0% | -186.9% | -19.4% |
| 3Y | -17.0% | +343.2% | -360.1% | -42.7% |
| 5Y | -23.7% | +19.0% | -42.7% | -35.2% |
| All | -26.6% | +33.4% | -60.0% | -38.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling