-50.0%
VTRS vs PPG
+26.9%
-76.9%
-82.0%
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 | -2.2% | -6.2% | +4.1% | +0.9% |
| 30D | +3.3% | -7.9% | +11.3% | +7.4% |
| 3M | +2.0% | -10.2% | +12.2% | +6.9% |
| 6M | +19.9% | +2.7% | +17.3% | +16.9% |
| YTD | +35.7% | +4.9% | +30.9% | +30.2% |
| 1Y | +68.1% | -3.2% | +71.3% | +67.4% |
| 3Y | +87.1% | -17.0% | +104.1% | +98.8% |
| 5Y | +47.6% | -23.3% | +71.0% | +59.5% |
| All | -50.0% | +26.9% | -76.9% | -57.2% |
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