-1.4%
VCIT vs PPG
+28.6%
-30.0%
-4.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.3% | -0.2% |
| 7D | -1.4% | +0.7% | -2.2% | -1.5% |
| 30D | +0.6% | +17.6% | -17.0% | -0.7% |
| 3M | -2.2% | +7.5% | -9.7% | -2.8% |
| 6M | -2.3% | +17.6% | -19.9% | -3.6% |
| YTD | -2.2% | +22.6% | -24.8% | -4.1% |
| 1Y | -1.4% | +28.0% | -29.4% | -3.6% |
| All | -1.4% | +28.6% | -30.0% | -3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling