+3.5%
VCIT vs PENG
+72.0%
-68.5%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -9.1% | +9.7% | +0.8% |
| 7D | +0.4% | -20.5% | +20.9% | +0.8% |
| 30D | +2.2% | -20.4% | +22.5% | +2.4% |
| 3M | -1.8% | -16.4% | +14.6% | -1.7% |
| 6M | -1.6% | +49.2% | -50.9% | -3.1% |
| YTD | -1.7% | +147.2% | -148.9% | -4.3% |
| 1Y | -0.8% | +124.7% | -125.5% | -3.3% |
| 3Y | +19.3% | +230.3% | -211.0% | +14.3% |
| 5Y | +3.5% | +71.4% | -67.9% | -1.4% |
| All | +3.5% | +72.0% | -68.5% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 5y: compounded portfolio wealth divided by compounded PENG 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…
5y analysis · Full analysis span regression · 6 months rolling