+182.7%
VXUS vs PPG
+248.5%
-65.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | +0.7% |
| 7D | +1.6% | 0.0% | +1.6% | +1.5% |
| 30D | +1.0% | -7.8% | +8.8% | +4.6% |
| 3M | +5.7% | -2.2% | +7.9% | +6.1% |
| 6M | +13.6% | +4.1% | +9.4% | +10.4% |
| YTD | +17.4% | +9.1% | +8.3% | +11.2% |
| 1Y | +25.1% | +1.0% | +24.1% | +22.3% |
| 3Y | +75.8% | -13.3% | +89.1% | +81.0% |
| 5Y | +55.4% | -19.2% | +74.6% | +60.7% |
| 10Y | +146.4% | +25.9% | +120.5% | +89.0% |
| All | +182.7% | +248.5% | -65.7% | +0.5% |
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 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