+29.8%
VCIT vs PPG
+23.8%
+5.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | -0.1% |
| 7D | -0.2% | -3.7% | +3.5% | 0.0% |
| 30D | -0.5% | -7.2% | +6.7% | -0.1% |
| 3M | -0.9% | -7.3% | +6.4% | -0.6% |
| 6M | -1.9% | +0.3% | -2.2% | -2.1% |
| YTD | -1.0% | +6.5% | -7.5% | -1.5% |
| 1Y | +0.2% | +0.5% | -0.3% | 0.0% |
| 3Y | +19.0% | -15.3% | +34.3% | +19.4% |
| 5Y | +3.1% | -22.9% | +25.9% | +3.0% |
| 10Y | +29.8% | +28.4% | +1.4% | +28.1% |
| All | +29.8% | +23.8% | +5.9% | +28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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