+282.3%
PEP vs VCIT
+96.6%
+185.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | +6.7% | +0.5% | +6.2% | +6.4% |
| 30D | +13.5% | +2.1% | +11.4% | +12.4% |
| 3M | +3.9% | -1.6% | +5.5% | +4.7% |
| 6M | -6.0% | -1.6% | -4.4% | -5.3% |
| YTD | +2.5% | -1.5% | +4.0% | +3.2% |
| 1Y | +3.9% | -0.4% | +4.3% | +4.1% |
| 3Y | -4.7% | +19.6% | -24.2% | -12.1% |
| 5Y | +1.1% | +3.3% | -2.2% | -1.6% |
| 10Y | +83.8% | +28.9% | +55.0% | +72.2% |
| All | +282.3% | +96.6% | +185.7% | +333.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling