+977.6%
VRT vs PPG
-24.1%
+1,001.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.4% | +3.2% | +3.3% |
| 7D | -8.4% | -6.2% | -2.1% | -4.0% |
| 30D | -10.9% | -7.9% | -2.9% | -5.6% |
| 3M | -13.7% | -10.2% | -3.5% | -7.2% |
| 6M | -4.1% | +2.7% | -6.8% | -7.1% |
| YTD | +58.7% | +4.9% | +53.9% | +50.0% |
| 1Y | +89.6% | -3.2% | +92.8% | +89.1% |
| 3Y | +558.1% | -17.0% | +575.1% | +609.6% |
| All | +977.6% | -24.1% | +1,001.6% | +1,154.3% |
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