-22.0%
VST vs PPG
+28.6%
-50.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | +6.6% | +0.7% | +5.8% | +6.5% |
| 30D | -12.4% | +17.6% | -29.9% | -15.7% |
| 3M | -9.0% | +7.5% | -16.5% | -10.5% |
| 6M | -6.4% | +17.6% | -24.1% | -11.0% |
| YTD | -17.2% | +22.6% | -39.8% | -23.8% |
| 1Y | -22.0% | +28.0% | -50.0% | -26.5% |
| All | -22.0% | +28.6% | -50.7% | -26.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling