+339.3%
PG vs VCIT
+97.4%
+241.9%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.7% |
| 7D | +2.9% | +0.7% | +2.2% | +2.6% |
| 30D | +12.0% | +1.8% | +10.2% | +11.3% |
| 3M | +16.2% | -1.1% | +17.3% | +16.7% |
| 6M | +16.6% | -1.7% | +18.2% | +17.3% |
| YTD | +20.9% | -1.1% | +22.0% | +21.4% |
| 1Y | +17.8% | -0.4% | +18.2% | +18.1% |
| 3Y | +21.2% | +20.5% | +0.7% | +14.4% |
| 5Y | +31.7% | +3.8% | +27.9% | +28.0% |
| 10Y | +156.9% | +31.2% | +125.7% | +150.1% |
| All | +339.3% | +97.4% | +241.9% | +384.9% |
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