+166.9%
VEA vs PPG
+301.4%
-134.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.7% | -0.2% |
| 7D | -2.1% | -5.1% | +3.1% | +0.7% |
| 30D | -1.1% | -9.6% | +8.5% | +4.3% |
| 3M | +5.1% | -6.4% | +11.5% | +8.1% |
| 6M | +9.8% | +0.5% | +9.3% | +8.1% |
| YTD | +15.9% | +4.4% | +11.5% | +11.2% |
| 1Y | +24.6% | -0.9% | +25.5% | +22.3% |
| 3Y | +75.5% | -17.0% | +92.5% | +85.3% |
| 5Y | +59.4% | -23.7% | +83.0% | +70.3% |
| 10Y | +160.3% | +25.9% | +134.5% | +88.9% |
| All | +166.9% | +301.4% | -134.6% | -27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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