+219.2%
VT vs PPG
+57.0%
+162.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | -0.1% | +3.2% | -3.4% | -1.4% |
| 30D | -3.1% | +20.4% | -23.5% | -10.5% |
| 3M | -3.5% | +8.4% | -11.9% | -7.0% |
| 6M | +0.5% | +15.6% | -15.2% | -6.3% |
| YTD | +10.8% | +24.4% | -13.6% | -0.9% |
| 1Y | +11.9% | +32.9% | -21.0% | -2.8% |
| 3Y | +73.0% | +3.7% | +69.3% | +64.4% |
| 5Y | +58.6% | -13.7% | +72.3% | +59.6% |
| 10Y | +219.2% | +55.5% | +163.7% | +138.0% |
| All | +219.2% | +57.0% | +162.2% | +138.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling