+221.8%
VT vs PPG
+53.9%
+167.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | +2.4% | +0.7% | +1.6% | +2.0% |
| 30D | -1.5% | +17.6% | -19.1% | -8.1% |
| 3M | -4.1% | +7.5% | -11.6% | -7.2% |
| 6M | +0.6% | +17.6% | -17.1% | -6.9% |
| YTD | +11.0% | +22.6% | -11.5% | 0.0% |
| 1Y | +13.3% | +28.0% | -14.7% | +0.1% |
| 3Y | +73.4% | +1.8% | +71.6% | +66.0% |
| 5Y | +57.4% | -15.5% | +72.9% | +59.9% |
| All | +221.8% | +53.9% | +167.9% | +141.6% |
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