+31.4%
VCIT vs PPG
+53.6%
-22.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.6% |
| 7D | -1.4% | -0.2% | -1.2% | -1.4% |
| 30D | +0.8% | +17.7% | -16.9% | -0.1% |
| 3M | -1.7% | +7.4% | -9.1% | -2.2% |
| 6M | -2.1% | +16.4% | -18.5% | -3.0% |
| YTD | -2.0% | +22.4% | -24.4% | -3.3% |
| 1Y | -1.5% | +28.6% | -30.1% | -3.0% |
| 3Y | +19.0% | +2.0% | +17.0% | +18.2% |
| 5Y | +3.8% | -15.6% | +19.4% | +3.1% |
| All | +31.4% | +53.6% | -22.2% | +28.3% |
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