+112.7%
PG vs VCIT
+28.8%
+83.9%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.7% |
| 7D | -2.7% | -1.0% | -1.6% | -2.1% |
| 30D | -1.5% | -1.3% | -0.2% | -0.8% |
| 3M | -3.4% | -1.6% | -1.8% | -2.5% |
| 6M | -7.0% | -2.3% | -4.7% | -5.7% |
| YTD | +2.0% | -1.7% | +3.7% | +3.0% |
| 1Y | -6.5% | -0.7% | -5.7% | -6.0% |
| 3Y | +1.2% | +18.1% | -16.9% | -7.2% |
| 5Y | +12.8% | +2.4% | +10.4% | +10.6% |
| All | +112.7% | +28.8% | +83.9% | +98.3% |
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