+2,236.3%
PH vs VCIT
+98.3%
+2,138.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -3.1% | -0.3% | -2.7% | -2.9% |
| 30D | -3.2% | -0.8% | -2.5% | -2.9% |
| 3M | +10.6% | -1.0% | +11.6% | +11.1% |
| 6M | -2.1% | -1.8% | -0.3% | -1.3% |
| YTD | +10.2% | -0.7% | +10.9% | +10.6% |
| 1Y | +28.2% | +1.0% | +27.2% | +27.8% |
| 3Y | +134.9% | +18.8% | +116.0% | +119.4% |
| 5Y | +253.6% | +3.5% | +250.2% | +235.2% |
| 10Y | +804.7% | +29.2% | +775.5% | +818.4% |
| All | +2,236.3% | +98.3% | +2,138.1% | +3,584.9% |
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