+3.3%
VCIT vs PENG
+31.0%
-27.7%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -23.0% | +23.2% | +0.6% |
| 7D | +0.5% | -36.7% | +37.1% | +1.1% |
| 30D | +2.1% | -42.0% | +44.1% | +2.8% |
| 3M | -1.6% | -33.2% | +31.6% | -1.2% |
| 6M | -1.6% | +2.1% | -3.7% | -2.4% |
| YTD | -1.5% | +90.3% | -91.8% | -3.7% |
| 1Y | -0.4% | +67.7% | -68.0% | -2.4% |
| 3Y | +19.6% | +154.2% | -134.7% | +15.0% |
| 5Y | +3.3% | +28.3% | -25.0% | -1.2% |
| All | +3.3% | +31.0% | -27.7% | -1.2% |
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