+13.8%
VRT vs PPG
+38.5%
-24.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +5.0% | -17.9% | -14.9% |
| 7D | -15.4% | +7.5% | -22.8% | -18.5% |
| 30D | -19.0% | +20.9% | -39.9% | -26.3% |
| 3M | -23.8% | +8.7% | -32.5% | -27.3% |
| 6M | -37.9% | +23.8% | -61.7% | -44.0% |
| YTD | +27.0% | +26.5% | +0.4% | +17.1% |
| 1Y | +13.8% | +37.6% | -23.8% | +7.7% |
| All | +13.8% | +38.5% | -24.7% | +7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling