+55.5%
PPG vs VT
+217.6%
-162.2%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.4% |
| 7D | +3.2% | -0.1% | +3.4% | +3.4% |
| 30D | +20.4% | -3.1% | +23.5% | +24.4% |
| 3M | +8.4% | -3.5% | +11.9% | +12.5% |
| 6M | +15.6% | +0.5% | +15.2% | +15.0% |
| YTD | +24.4% | +10.8% | +13.6% | +11.8% |
| 1Y | +32.9% | +11.9% | +21.0% | +18.0% |
| 3Y | +3.7% | +73.0% | -69.3% | -42.1% |
| 5Y | -13.7% | +58.6% | -72.3% | -47.0% |
| 10Y | +55.5% | +219.2% | -163.7% | -53.5% |
| All | +55.5% | +217.6% | -162.2% | -53.5% |
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