+588.9%
VST vs PPG
-16.6%
+605.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.7% | +11.3% | +10.7% |
| 7D | -9.8% | +2.4% | -12.2% | -10.7% |
| 30D | -25.1% | +16.5% | -41.6% | -28.7% |
| 3M | -11.6% | +5.1% | -16.7% | -13.3% |
| 6M | -20.9% | +11.1% | -32.0% | -24.1% |
| YTD | -22.3% | +21.7% | -44.0% | -27.9% |
| 1Y | -32.0% | +32.0% | -64.0% | -38.5% |
| 3Y | +262.4% | +2.8% | +259.6% | +242.4% |
| All | +588.9% | -16.6% | +605.5% | +555.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling