+942.2%
VTI vs PPG
+633.8%
+308.4%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | +0.4% |
| 7D | -2.0% | -5.1% | +3.1% | +0.6% |
| 30D | -1.9% | -9.6% | +7.6% | +3.0% |
| 3M | +4.5% | -6.4% | +11.0% | +7.4% |
| 6M | +12.6% | +0.5% | +12.1% | +10.5% |
| YTD | +12.0% | +4.4% | +7.6% | +7.1% |
| 1Y | +17.3% | -0.9% | +18.2% | +14.8% |
| 3Y | +75.3% | -17.0% | +92.3% | +84.1% |
| 5Y | +74.0% | -23.7% | +97.7% | +85.7% |
| 10Y | +300.0% | +25.9% | +274.2% | +205.8% |
| All | +942.2% | +633.8% | +308.4% | +164.0% |
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