+386.3%
VNQ vs PPG
+476.2%
-89.9%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.5% |
| 7D | -1.3% | -6.2% | +5.0% | +2.7% |
| 30D | -2.6% | -7.9% | +5.4% | +2.4% |
| 3M | -2.0% | -10.2% | +8.2% | +3.8% |
| 6M | +4.3% | +2.7% | +1.7% | +0.3% |
| YTD | +9.2% | +4.9% | +4.3% | +2.7% |
| 1Y | +5.6% | -3.2% | +8.8% | +4.0% |
| 3Y | +30.8% | -17.0% | +47.8% | +38.5% |
| 5Y | +8.0% | -23.3% | +31.3% | +15.3% |
| 10Y | +63.7% | +26.4% | +37.3% | +8.9% |
| All | +386.3% | +476.2% | -89.9% | -26.6% |
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