+3.6%
VCIT vs PBR
+527.8%
-524.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.5% | -3.6% | -0.1% |
| 7D | +0.1% | +2.5% | -2.4% | +0.1% |
| 30D | -0.8% | +19.4% | -20.1% | -1.0% |
| 3M | -0.5% | +20.8% | -21.3% | -0.8% |
| 6M | -1.4% | +23.5% | -24.9% | -1.7% |
| YTD | -0.8% | +83.4% | -84.2% | -1.8% |
| 1Y | +0.3% | +77.6% | -77.2% | -0.7% |
| 3Y | +19.2% | +99.9% | -80.6% | +17.6% |
| 5Y | +3.6% | +567.7% | -564.1% | +0.6% |
| All | +3.6% | +527.8% | -524.2% | +0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling