+192.7%
VSH vs PPG
+26.9%
+165.9%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.4% | +5.7% | +5.8% |
| 7D | +4.8% | -6.2% | +11.0% | +9.9% |
| 30D | -0.7% | -7.9% | +7.2% | +5.6% |
| 3M | -43.1% | -10.2% | -32.8% | -38.7% |
| 6M | +91.8% | +2.7% | +89.1% | +85.8% |
| YTD | +131.6% | +4.9% | +126.7% | +118.7% |
| 1Y | +118.1% | -3.2% | +121.3% | +118.6% |
| 3Y | +40.9% | -17.0% | +57.9% | +59.5% |
| 5Y | +75.8% | -23.3% | +99.1% | +103.8% |
| All | +192.7% | +26.9% | +165.9% | +129.6% |
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