+95.8%
VCIT vs PEG
+350.6%
-254.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | +0.1% | +2.6% | -2.5% | 0.0% |
| 30D | +1.1% | +3.3% | -2.2% | +0.9% |
| 3M | -1.4% | +1.1% | -2.4% | -1.4% |
| 6M | -2.3% | -1.4% | -0.9% | -2.3% |
| YTD | -1.8% | -4.6% | +2.8% | -1.6% |
| 1Y | -1.0% | -7.2% | +6.2% | -0.7% |
| 3Y | +19.3% | +33.7% | -14.5% | +17.2% |
| 5Y | +3.8% | +40.8% | -37.0% | +1.6% |
| 10Y | +30.6% | +162.8% | -132.2% | +25.5% |
| All | +95.8% | +350.6% | -254.8% | +91.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling