+1,238.7%
VUG vs PPG
+519.9%
+718.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | +0.6% |
| 7D | +0.1% | -3.7% | +3.8% | +1.9% |
| 30D | -1.7% | -7.2% | +5.5% | +1.9% |
| 3M | +2.8% | -7.3% | +10.2% | +6.0% |
| 6M | +13.6% | +0.3% | +13.3% | +11.7% |
| YTD | +8.1% | +6.5% | +1.5% | +2.3% |
| 1Y | +13.1% | +0.5% | +12.5% | +9.7% |
| 3Y | +87.0% | -15.3% | +102.2% | +93.8% |
| 5Y | +76.0% | -22.9% | +98.9% | +87.5% |
| 10Y | +420.5% | +28.4% | +392.1% | +295.4% |
| All | +1,238.7% | +519.9% | +718.8% | +283.1% |
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