-35.7%
VG vs PPG
-9.7%
-25.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.3% | +6.1% | +3.3% |
| 7D | +3.8% | -3.7% | +7.5% | +2.9% |
| 30D | +7.2% | -7.2% | +14.4% | +5.6% |
| 3M | +22.8% | -7.3% | +30.1% | +21.1% |
| 6M | +33.2% | +0.3% | +32.9% | +31.8% |
| YTD | +124.8% | +6.5% | +118.3% | +111.1% |
| 1Y | +15.8% | +0.5% | +15.3% | +11.3% |
| All | -35.7% | -9.7% | -25.9% | -46.8% |
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 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