+25.9%
PPG vs VT
+221.4%
-195.5%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.0% |
| 7D | 0.0% | +1.0% | -1.0% | -1.1% |
| 30D | -7.8% | -0.2% | -7.5% | -7.5% |
| 3M | -2.2% | +4.5% | -6.7% | -6.6% |
| 6M | +4.1% | +14.1% | -9.9% | -9.2% |
| YTD | +9.1% | +14.8% | -5.7% | -5.5% |
| 1Y | +1.0% | +21.2% | -20.2% | -17.6% |
| 3Y | -13.3% | +76.6% | -89.8% | -52.6% |
| 5Y | -19.2% | +66.6% | -85.8% | -52.9% |
| 10Y | +25.9% | +222.3% | -196.4% | -62.8% |
| All | +25.9% | +221.4% | -195.5% | -62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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