+13.5%
VT vs PPG
+31.9%
-18.4%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +3.0% | +0.7% |
| 7D | -1.6% | +6.9% | -8.5% | -3.2% |
| 30D | -2.5% | +15.3% | -17.8% | -5.9% |
| 3M | -1.3% | +7.0% | -8.3% | -3.1% |
| 6M | +3.1% | +14.2% | -11.1% | -0.9% |
| YTD | +10.9% | +20.5% | -9.6% | +4.4% |
| All | +13.5% | +31.9% | -18.4% | +4.8% |
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