-79.0%
VFC vs PPG
-24.6%
-54.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | +0.3% |
| 7D | -3.3% | -5.1% | +1.9% | +1.6% |
| 30D | -14.0% | -9.6% | -4.5% | -5.4% |
| 3M | -22.6% | -6.4% | -16.1% | -17.0% |
| 6M | -24.7% | +0.5% | -25.2% | -25.0% |
| YTD | -29.0% | +4.4% | -33.4% | -32.5% |
| 1Y | -13.8% | -0.9% | -12.9% | -13.9% |
| 3Y | -28.2% | -17.0% | -11.3% | -15.5% |
| 5Y | -79.0% | -23.7% | -55.3% | -74.6% |
| All | -79.0% | -24.6% | -54.4% | -74.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling