+2,235.4%
VGT vs PPG
+507.7%
+1,727.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +0.9% | 0.0% |
| 7D | -1.0% | -5.1% | +4.1% | +1.6% |
| 30D | -0.4% | -9.6% | +9.1% | +4.7% |
| 3M | +6.6% | -6.4% | +13.0% | +9.6% |
| 6M | +31.0% | +0.5% | +30.5% | +28.6% |
| YTD | +27.2% | +4.4% | +22.8% | +21.5% |
| 1Y | +34.5% | -0.9% | +35.4% | +31.3% |
| 3Y | +123.1% | -17.0% | +140.1% | +134.9% |
| 5Y | +135.1% | -23.7% | +158.7% | +153.5% |
| 10Y | +803.4% | +25.9% | +777.5% | +593.5% |
| All | +2,235.4% | +507.7% | +1,727.7% | +535.4% |
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