+30.6%
VCIT vs PBR
+499.6%
-469.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | +0.1% | -13.3% | +13.4% | +0.3% |
| 30D | +1.1% | -27.7% | +28.9% | +1.6% |
| 3M | -1.4% | +2.7% | -4.0% | -1.5% |
| 6M | -2.3% | -6.7% | +4.4% | -2.3% |
| YTD | -1.8% | +60.9% | -62.7% | -2.8% |
| 1Y | -1.0% | +46.6% | -47.6% | -1.9% |
| 3Y | +19.3% | +69.1% | -49.8% | +17.7% |
| 5Y | +3.8% | +469.6% | -465.8% | -0.2% |
| 10Y | +30.6% | +523.4% | -492.8% | +23.2% |
| All | +30.6% | +499.6% | -469.0% | +23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 10y: compounded portfolio wealth divided by compounded PBR 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…
10y analysis · Full analysis span regression · 6 months rolling