+654.4%
VRT vs PPG
-15.7%
+670.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.2% | -3.8% | -3.7% |
| 7D | +10.5% | +0.7% | +9.8% | +10.0% |
| 30D | -9.3% | +17.6% | -26.9% | -19.6% |
| 3M | -29.6% | +7.5% | -37.1% | -33.5% |
| 6M | -45.4% | +17.6% | -63.0% | -52.0% |
| YTD | +24.8% | +22.6% | +2.2% | +4.9% |
| 1Y | +23.6% | +28.0% | -4.4% | +0.1% |
| 3Y | +379.7% | +1.8% | +377.9% | +339.0% |
| All | +654.4% | -15.7% | +670.1% | +743.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling