+147.3%
VXUS vs PPG
+26.9%
+120.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.8% |
| 7D | -1.4% | -6.2% | +4.8% | +1.1% |
| 30D | -0.5% | -7.9% | +7.5% | +2.8% |
| 3M | +2.6% | -10.2% | +12.8% | +6.6% |
| 6M | +10.9% | +2.7% | +8.2% | +8.8% |
| YTD | +16.1% | +4.9% | +11.3% | +12.5% |
| 1Y | +22.3% | -3.2% | +25.5% | +22.0% |
| 3Y | +72.0% | -17.0% | +89.0% | +79.8% |
| 5Y | +54.1% | -23.3% | +77.5% | +62.4% |
| All | +147.3% | +26.9% | +120.4% | +104.0% |
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 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