+228.2%
VT vs PPG
+23.8%
+204.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | +0.3% |
| 7D | -0.1% | -3.7% | +3.6% | +1.4% |
| 30D | -0.7% | -7.2% | +6.5% | +2.4% |
| 3M | +4.0% | -7.3% | +11.3% | +6.8% |
| 6M | +12.3% | +0.3% | +12.0% | +10.9% |
| YTD | +14.0% | +6.5% | +7.5% | +9.2% |
| 1Y | +20.3% | +0.5% | +19.8% | +17.7% |
| 3Y | +75.4% | -15.3% | +90.7% | +81.8% |
| 5Y | +66.0% | -22.9% | +88.9% | +74.9% |
| 10Y | +228.2% | +28.4% | +199.8% | +164.3% |
| All | +228.2% | +23.8% | +204.4% | +164.3% |
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