+1,232.7%
VST vs PPG
+26.6%
+1,206.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | +0.5% |
| 7D | +5.3% | -3.7% | +9.1% | +6.8% |
| 30D | +5.8% | -7.2% | +13.0% | +8.8% |
| 3M | +3.5% | -7.3% | +10.8% | +5.9% |
| 6M | -7.4% | +0.3% | -7.7% | -8.5% |
| YTD | -6.1% | +6.5% | -12.6% | -9.7% |
| 1Y | -21.6% | +0.5% | -22.2% | -23.3% |
| 3Y | +357.2% | -15.3% | +372.5% | +368.1% |
| 5Y | +777.0% | -22.9% | +799.9% | +807.3% |
| All | +1,232.7% | +26.6% | +1,206.1% | +925.1% |
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 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