+145.7%
VMC vs PPG
+26.9%
+118.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.4% | +0.6% |
| 7D | -3.8% | -6.2% | +2.5% | -0.1% |
| 30D | -9.7% | -7.9% | -1.7% | -5.2% |
| 3M | -9.6% | -10.2% | +0.6% | -3.9% |
| 6M | -4.8% | +2.7% | -7.5% | -6.9% |
| YTD | -10.9% | +4.9% | -15.8% | -14.1% |
| 1Y | -15.6% | -3.2% | -12.4% | -15.2% |
| 3Y | +19.3% | -17.0% | +36.3% | +28.7% |
| 5Y | +48.0% | -23.3% | +71.3% | +63.4% |
| All | +145.7% | +26.9% | +118.8% | +87.4% |
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 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