+766.9%
VST vs PPG
-18.4%
+785.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.5% | +4.1% | +2.4% |
| 7D | +9.9% | 0.0% | +9.9% | +9.9% |
| 30D | +7.9% | -7.8% | +15.7% | +10.5% |
| 3M | +3.4% | -2.2% | +5.6% | +3.6% |
| 6M | -4.1% | +4.1% | -8.2% | -6.0% |
| YTD | -5.7% | +9.1% | -14.8% | -9.2% |
| 1Y | -18.9% | +1.0% | -19.8% | -20.2% |
| 3Y | +359.1% | -13.3% | +372.3% | +358.0% |
| 5Y | +766.9% | -19.2% | +786.1% | +721.1% |
| All | +766.9% | -18.4% | +785.2% | +721.1% |
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 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