-49.4%
VG vs PPG
+5.4%
-54.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | -7.7% | +3.2% | -10.9% | -6.7% |
| 30D | -8.8% | +20.4% | -29.2% | -4.0% |
| 3M | -15.6% | +8.4% | -24.0% | -13.2% |
| 6M | +5.2% | +15.6% | -10.4% | +8.8% |
| YTD | +76.9% | +24.4% | +52.5% | +73.7% |
| 1Y | +42.5% | +32.9% | +9.6% | +35.4% |
| All | -49.4% | +5.4% | -54.8% | -56.2% |
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