+317.6%
VOO vs PPG
+26.9%
+290.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | -0.8% | -6.2% | +5.5% | +1.9% |
| 30D | -1.1% | -7.9% | +6.9% | +2.3% |
| 3M | +3.9% | -10.2% | +14.1% | +8.1% |
| 6M | +13.6% | +2.7% | +11.0% | +10.9% |
| YTD | +12.7% | +4.9% | +7.8% | +8.3% |
| 1Y | +17.6% | -3.2% | +20.8% | +16.7% |
| 3Y | +77.3% | -17.0% | +94.3% | +84.9% |
| 5Y | +84.1% | -23.3% | +107.5% | +94.2% |
| All | +317.6% | +26.9% | +290.7% | +237.7% |
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