-51.4%
VG vs PPG
+3.1%
-54.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | -0.1% |
| 7D | -22.0% | +2.4% | -24.4% | -21.2% |
| 30D | -11.6% | +16.5% | -28.1% | -7.8% |
| 3M | -14.9% | +5.1% | -20.0% | -13.0% |
| 6M | -3.5% | +11.1% | -14.7% | -0.7% |
| YTD | +70.0% | +21.7% | +48.3% | +65.9% |
| 1Y | +50.0% | +32.0% | +18.0% | +40.7% |
| All | -51.4% | +3.1% | -54.5% | -58.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling