+1,484.1%
VTR vs PPG
+663.1%
+821.0%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.0% | +3.2% | +2.1% |
| 7D | -1.8% | -5.1% | +3.3% | +0.6% |
| 30D | +4.0% | -9.6% | +13.6% | +9.0% |
| 3M | +7.8% | -6.4% | +14.3% | +10.4% |
| 6M | +6.4% | +0.5% | +5.8% | +4.0% |
| YTD | +18.3% | +4.4% | +13.9% | +12.8% |
| 1Y | +33.9% | -0.9% | +34.8% | +30.3% |
| 3Y | +134.3% | -17.0% | +151.3% | +142.3% |
| 5Y | +90.3% | -23.7% | +113.9% | +99.3% |
| 10Y | +100.1% | +25.9% | +74.3% | +60.8% |
| All | +1,484.1% | +663.1% | +821.0% | +428.0% |
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