-39.3%
VG vs PPG
-5.2%
-34.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | 0.0% |
| 7D | +1.7% | -1.5% | +3.2% | +1.4% |
| 30D | +16.0% | -5.0% | +21.0% | +15.0% |
| 3M | +9.7% | +1.1% | +8.6% | +9.5% |
| 6M | +29.6% | -3.2% | +32.7% | +33.2% |
| YTD | +112.0% | +11.9% | +100.1% | +101.3% |
| 1Y | +12.8% | +5.3% | +7.5% | +9.7% |
| All | -39.3% | -5.2% | -34.1% | -49.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling