+51.8%
VG vs PPG
+38.5%
+13.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | +5.0% | -12.7% | -3.0% |
| 7D | -16.4% | +7.5% | -23.8% | -9.7% |
| 30D | -10.8% | +20.9% | -31.7% | +7.3% |
| 3M | -6.3% | +8.7% | -15.0% | +3.2% |
| 6M | -12.5% | +23.8% | -36.3% | +9.3% |
| YTD | +76.9% | +26.5% | +50.4% | +96.3% |
| 1Y | +51.8% | +37.6% | +14.2% | +60.8% |
| All | +51.8% | +38.5% | +13.3% | +60.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling