+337.6%
PG vs VCIT
+97.0%
+240.6%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +0.2% | -0.5% | +0.7% | +0.4% |
| 30D | +10.2% | +1.5% | +8.7% | +9.6% |
| 3M | +16.2% | -1.0% | +17.2% | +16.7% |
| 6M | +18.6% | -1.7% | +20.3% | +19.3% |
| YTD | +20.4% | -1.4% | +21.7% | +21.0% |
| 1Y | +16.2% | -0.9% | +17.1% | +16.6% |
| 3Y | +19.9% | +19.8% | +0.1% | +13.3% |
| 5Y | +30.3% | +4.6% | +25.7% | +26.4% |
| 10Y | +163.1% | +31.5% | +131.6% | +156.5% |
| All | +337.6% | +97.0% | +240.6% | +383.5% |
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