-17.0%
PPG vs VTEB
+8.6%
-25.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | +0.1% | -0.2% |
| 7D | -6.2% | -0.9% | -5.3% | -4.6% |
| 30D | -7.9% | -2.5% | -5.4% | -3.4% |
| 3M | -10.2% | -3.0% | -7.3% | -4.9% |
| 6M | +2.7% | -2.1% | +4.8% | +7.4% |
| YTD | +4.9% | -1.5% | +6.4% | +8.8% |
| 1Y | -3.2% | +0.2% | -3.4% | -1.9% |
| 3Y | -17.0% | +8.6% | -25.5% | -28.8% |
| All | -17.0% | +8.6% | -25.6% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 3y: compounded portfolio wealth divided by compounded VTEB 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…
3y analysis · Full analysis span regression · 6 months rolling