+24.1%
PPG vs VYM
+209.2%
-185.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.2% | -0.3% |
| 7D | -6.2% | -0.8% | -5.4% | -5.4% |
| 30D | -7.9% | -2.2% | -5.7% | -5.5% |
| 3M | -10.2% | +3.1% | -13.3% | -13.0% |
| 6M | +2.7% | +9.7% | -7.1% | -6.8% |
| YTD | +4.9% | +14.9% | -10.0% | -9.4% |
| 1Y | -3.2% | +17.6% | -20.8% | -18.5% |
| 3Y | -17.0% | +65.3% | -82.3% | -51.6% |
| 5Y | -23.3% | +78.7% | -102.0% | -58.0% |
| All | +24.1% | +209.2% | -185.1% | -60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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