+80.6%
VTV vs PPG
-24.1%
+104.7%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | -1.1% | -6.2% | +5.1% | +1.0% |
| 30D | -1.0% | -7.9% | +6.9% | +1.7% |
| 3M | +4.6% | -10.2% | +14.9% | +8.1% |
| 6M | +13.5% | +2.7% | +10.8% | +11.3% |
| YTD | +18.5% | +4.9% | +13.6% | +14.8% |
| 1Y | +22.9% | -3.2% | +26.1% | +22.3% |
| 3Y | +67.8% | -17.0% | +84.8% | +73.8% |
| All | +80.6% | -24.1% | +104.7% | +86.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling