-1.4%
VCIT vs PEG
-5.8%
+4.4%
-4.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.3% |
| 7D | -1.4% | +4.5% | -5.9% | -1.8% |
| 30D | +0.6% | +7.5% | -7.0% | 0.0% |
| 3M | -2.2% | +0.8% | -3.1% | -2.4% |
| 6M | -2.3% | 0.0% | -2.3% | -2.5% |
| YTD | -2.2% | -3.0% | +0.9% | -2.1% |
| 1Y | -1.4% | -4.7% | +3.4% | -1.1% |
| All | -1.4% | -5.8% | +4.4% | -1.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling