+1,216.9%
VST vs PPG
+32.9%
+1,183.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.6% | +1.9% | +2.9% |
| 7D | +8.9% | -1.5% | +10.4% | +9.5% |
| 30D | +6.2% | -5.0% | +11.2% | +8.2% |
| 3M | -2.7% | +1.1% | -3.9% | -3.8% |
| 6M | -8.4% | -3.2% | -5.2% | -8.2% |
| YTD | -7.2% | +11.9% | -19.1% | -12.4% |
| 1Y | -20.9% | +5.3% | -26.2% | -24.0% |
| 3Y | +384.0% | -15.0% | +399.0% | +395.6% |
| 5Y | +757.1% | -19.6% | +776.7% | +773.1% |
| All | +1,216.9% | +32.9% | +1,183.9% | +894.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling