+279.7%
PG vs VCIT
+98.3%
+181.4%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +1.9% | -0.3% | +2.2% | +2.0% |
| 30D | -0.2% | -0.8% | +0.5% | 0.0% |
| 3M | +4.8% | -1.0% | +5.8% | +5.2% |
| 6M | -6.1% | -1.8% | -4.3% | -5.5% |
| YTD | +4.5% | -0.7% | +5.2% | +4.8% |
| 1Y | -5.3% | +1.0% | -6.3% | -5.6% |
| 3Y | +2.6% | +18.8% | -16.3% | -2.8% |
| 5Y | +15.6% | +3.5% | +12.1% | +12.3% |
| 10Y | +118.0% | +29.2% | +88.8% | +111.3% |
| All | +279.7% | +98.3% | +181.4% | +318.4% |
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 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