+81.9%
PEP vs VCIT
+29.0%
+52.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | 0.0% |
| 7D | +6.7% | +0.5% | +6.2% | +6.3% |
| 30D | +13.5% | +2.1% | +11.4% | +11.8% |
| 3M | +3.9% | -1.6% | +5.5% | +5.2% |
| 6M | -6.0% | -1.6% | -4.4% | -4.9% |
| YTD | +2.5% | -1.5% | +4.0% | +3.6% |
| 1Y | +3.9% | -0.4% | +4.3% | +4.2% |
| 3Y | -4.7% | +19.6% | -24.2% | -16.4% |
| 5Y | +1.1% | +3.3% | -2.2% | -0.3% |
| All | +81.9% | +29.0% | +52.9% | +55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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