+3.2%
VCIT vs PPG
-18.1%
+21.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | +0.1% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | -0.8% | -7.8% | +7.0% | -0.1% |
| 3M | -0.5% | -2.2% | +1.7% | -0.4% |
| 6M | -1.4% | +4.1% | -5.5% | -1.9% |
| YTD | -0.8% | +9.1% | -9.9% | -1.8% |
| 1Y | +0.3% | +1.0% | -0.6% | -0.1% |
| 3Y | +19.2% | -13.3% | +32.5% | +19.8% |
| All | +3.2% | -18.1% | +21.3% | +2.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling