+219.8%
VT vs PPG
+63.3%
+156.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.4% | +0.2% | +1.6% |
| 7D | +0.4% | +0.3% | 0.0% | +0.2% |
| 30D | -2.6% | +20.5% | -23.1% | -10.1% |
| 3M | -3.2% | +5.3% | -8.6% | -5.6% |
| 6M | +0.9% | +15.8% | -14.8% | -5.9% |
| YTD | +11.3% | +24.6% | -13.3% | -0.4% |
| 1Y | +14.0% | +33.6% | -19.6% | -1.2% |
| 3Y | +75.8% | +5.0% | +70.8% | +66.2% |
| 5Y | +57.8% | -14.0% | +71.8% | +59.1% |
| 10Y | +219.8% | +58.2% | +161.6% | +137.7% |
| All | +219.8% | +63.3% | +156.5% | +137.7% |
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