+32.8%
VSH vs PPG
-17.7%
+50.5%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.0% | +0.8% |
| 7D | +3.1% | -5.1% | +8.2% | +8.0% |
| 30D | -5.7% | -9.6% | +3.9% | +2.9% |
| 3M | -42.5% | -6.4% | -36.0% | -39.7% |
| 6M | +82.7% | +0.5% | +82.2% | +77.4% |
| YTD | +118.2% | +4.4% | +113.8% | +98.8% |
| 1Y | +109.7% | -0.9% | +110.6% | +101.1% |
| All | +32.8% | -17.7% | +50.5% | +41.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling