+30.6%
VCIT vs PEG
+155.4%
-124.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.3% | -3.3% | -0.2% |
| 7D | +0.7% | +0.9% | -0.1% | +0.7% |
| 30D | +1.8% | +3.8% | -2.0% | +1.5% |
| 3M | -1.6% | +0.1% | -1.6% | -1.6% |
| 6M | -2.1% | -1.0% | -1.1% | -2.1% |
| YTD | -1.6% | -4.1% | +2.6% | -1.4% |
| 1Y | -0.8% | -6.9% | +6.1% | -0.4% |
| 3Y | +19.9% | +35.6% | -15.7% | +16.7% |
| 5Y | +3.3% | +42.8% | -39.4% | -0.1% |
| 10Y | +30.6% | +160.2% | -129.6% | +20.3% |
| All | +30.6% | +155.4% | -124.8% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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