+377.4%
VT vs PPG
+466.5%
-89.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.9% |
| 7D | +0.4% | -1.5% | +1.9% | +1.2% |
| 30D | +1.0% | -5.0% | +5.9% | +3.6% |
| 3M | +2.4% | +1.1% | +1.2% | +1.0% |
| 6M | +12.0% | -3.2% | +15.2% | +12.1% |
| YTD | +15.3% | +11.9% | +3.5% | +6.4% |
| 1Y | +22.6% | +5.3% | +17.3% | +16.3% |
| 3Y | +74.7% | -15.0% | +89.7% | +81.7% |
| 5Y | +66.1% | -19.6% | +85.7% | +72.6% |
| 10Y | +225.0% | +27.0% | +198.0% | +138.9% |
| All | +377.4% | +466.5% | -89.1% | +16.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling