+2,826.7%
VRT vs PPG
+17.9%
+2,808.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.5% | +6.2% | +5.3% |
| 7D | +13.6% | 0.0% | +13.6% | +13.5% |
| 30D | +6.8% | -7.8% | +14.5% | +12.2% |
| 3M | -3.2% | -2.2% | -1.0% | -2.3% |
| 6M | +20.3% | +4.1% | +16.2% | +15.9% |
| YTD | +79.6% | +9.1% | +70.5% | +66.8% |
| 1Y | +139.0% | +1.0% | +138.0% | +131.8% |
| 3Y | +644.6% | -13.3% | +657.9% | +675.5% |
| 5Y | +1,024.4% | -19.2% | +1,043.6% | +1,124.4% |
| All | +2,826.7% | +17.9% | +2,808.8% | +2,036.1% |
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 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