+3,173.1%
VMC vs PPG
+2,691.0%
+482.0%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.8% | -0.3% |
| 7D | -0.5% | 0.0% | -0.6% | -0.5% |
| 30D | -9.1% | -7.8% | -1.3% | -5.2% |
| 3M | -4.1% | -2.2% | -2.0% | -3.1% |
| 6M | -5.5% | +4.1% | -9.7% | -8.0% |
| YTD | -8.9% | +9.1% | -18.0% | -13.6% |
| 1Y | -12.9% | +1.0% | -13.9% | -14.4% |
| 3Y | +22.1% | -13.3% | +35.4% | +27.8% |
| 5Y | +52.7% | -19.2% | +71.9% | +62.6% |
| 10Y | +152.7% | +25.9% | +126.8% | +108.8% |
| All | +3,173.1% | +2,691.0% | +482.0% | +1,010.2% |
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 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