-68.5%
VFC vs PPG
+26.9%
-95.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.4% | +3.9% | +4.0% |
| 7D | -1.4% | -6.2% | +4.9% | +3.9% |
| 30D | -9.0% | -7.9% | -1.0% | -2.6% |
| 3M | -24.2% | -10.2% | -14.0% | -16.8% |
| 6M | -18.5% | +2.7% | -21.2% | -19.9% |
| YTD | -25.9% | +4.9% | -30.8% | -28.8% |
| 1Y | -13.0% | -3.2% | -9.8% | -10.9% |
| 3Y | -20.3% | -17.0% | -3.3% | -6.1% |
| 5Y | -78.1% | -23.3% | -54.7% | -73.1% |
| All | -68.5% | +26.9% | -95.4% | -73.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling