+95.9%
VCIT vs PPL
+172.5%
-76.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +0.4% | +1.8% | -1.4% | +0.3% |
| 30D | +2.2% | +8.4% | -6.2% | +1.7% |
| 3M | -1.8% | +2.4% | -4.2% | -2.0% |
| 6M | -1.6% | -4.0% | +2.3% | -1.5% |
| YTD | -1.7% | +4.5% | -6.2% | -2.1% |
| 1Y | -0.8% | +1.7% | -2.6% | -1.0% |
| 3Y | +19.3% | +55.5% | -36.2% | +16.1% |
| 5Y | +3.5% | +47.0% | -43.5% | +0.9% |
| 10Y | +28.6% | +62.4% | -33.8% | +24.2% |
| All | +95.9% | +172.5% | -76.6% | +87.4% |
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