+1,058.9%
VST vs PPG
+47.9%
+1,011.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | -6.0% | +3.2% | -9.3% | -7.4% |
| 30D | -18.8% | +20.4% | -39.2% | -24.8% |
| 3M | -8.0% | +8.4% | -16.4% | -11.4% |
| 6M | -10.9% | +15.6% | -26.6% | -16.8% |
| YTD | -18.3% | +24.4% | -42.8% | -26.5% |
| 1Y | -29.9% | +32.9% | -62.8% | -38.7% |
| 3Y | +290.3% | +3.7% | +286.6% | +267.7% |
| 5Y | +635.3% | -13.7% | +649.0% | +628.1% |
| 10Y | +1,162.4% | +55.5% | +1,106.9% | +821.6% |
| All | +1,058.9% | +47.9% | +1,011.1% | +734.9% |
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