+98.0%
VCIT vs PPL
+165.7%
-67.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -0.3% | +2.7% | -3.0% | -0.5% |
| 30D | -0.8% | +0.5% | -1.2% | -0.8% |
| 3M | -1.0% | +0.7% | -1.7% | -1.1% |
| 6M | -1.8% | -7.6% | +5.8% | -1.4% |
| YTD | -0.7% | +1.8% | -2.5% | -0.9% |
| 1Y | +1.0% | -0.8% | +1.7% | +0.9% |
| 3Y | +18.8% | +56.9% | -38.0% | +15.6% |
| 5Y | +3.5% | +39.5% | -36.0% | +1.1% |
| 10Y | +29.2% | +55.4% | -26.2% | +25.1% |
| All | +98.0% | +165.7% | -67.7% | +89.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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