+321.7%
VWO vs PPG
+364.5%
-42.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.4% |
| 7D | -1.8% | -6.2% | +4.5% | +2.0% |
| 30D | -0.1% | -7.9% | +7.8% | +4.7% |
| 3M | +2.2% | -10.2% | +12.5% | +8.0% |
| 6M | +8.8% | +2.7% | +6.1% | +5.3% |
| YTD | +12.4% | +4.9% | +7.5% | +6.7% |
| 1Y | +15.6% | -3.2% | +18.8% | +14.4% |
| 3Y | +62.5% | -17.0% | +79.5% | +71.3% |
| 5Y | +34.3% | -23.3% | +57.6% | +41.3% |
| 10Y | +114.8% | +26.4% | +88.4% | +41.6% |
| All | +321.7% | +364.5% | -42.8% | -18.7% |
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