+297.8%
VTI vs PPG
+26.9%
+270.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.6% |
| 7D | -0.9% | -6.2% | +5.3% | +1.9% |
| 30D | -1.4% | -7.9% | +6.5% | +2.0% |
| 3M | +3.6% | -10.2% | +13.8% | +8.0% |
| 6M | +13.6% | +2.7% | +10.9% | +10.8% |
| YTD | +12.9% | +4.9% | +8.0% | +8.4% |
| 1Y | +17.2% | -3.2% | +20.4% | +16.3% |
| 3Y | +75.7% | -17.0% | +92.7% | +83.6% |
| 5Y | +75.4% | -23.3% | +98.8% | +85.6% |
| All | +297.8% | +26.9% | +270.9% | +220.5% |
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