+96.6%
VCIT vs PPG
+480.5%
-383.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | -0.5% | -1.2% | +0.7% | -0.5% |
| 30D | +1.5% | +21.2% | -19.8% | +0.9% |
| 3M | -1.0% | +8.2% | -9.2% | -1.2% |
| 6M | -1.7% | +17.2% | -18.8% | -2.2% |
| YTD | -1.4% | +25.0% | -26.3% | -2.1% |
| 1Y | -0.9% | +33.5% | -34.4% | -1.8% |
| 3Y | +19.8% | +4.2% | +15.6% | +19.3% |
| 5Y | +4.6% | -12.7% | +17.3% | +4.0% |
| 10Y | +31.5% | +58.0% | -26.4% | +31.1% |
| All | +96.6% | +480.5% | -383.9% | +106.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling