+4.8%
PEP vs VCIT
-1.0%
+5.8%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.7% |
| 7D | +4.6% | +0.1% | +4.5% | +4.5% |
| 30D | +14.0% | +1.1% | +12.9% | +13.2% |
| 3M | +5.4% | -1.4% | +6.7% | +5.9% |
| 6M | -5.1% | -2.3% | -2.8% | -3.9% |
| YTD | +3.1% | -1.8% | +4.9% | +4.7% |
| 1Y | +4.8% | -1.0% | +5.8% | +5.4% |
| All | +4.8% | -1.0% | +5.8% | +5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling