+97.1%
VCIT vs PBR
+43.4%
+53.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.0% | +0.1% |
| 7D | +0.7% | -13.3% | +14.0% | +0.8% |
| 30D | +1.8% | -27.5% | +29.3% | +2.1% |
| 3M | -1.1% | +5.2% | -6.3% | -1.2% |
| 6M | -1.7% | -6.4% | +4.7% | -1.7% |
| YTD | -1.1% | +61.6% | -62.7% | -1.7% |
| 1Y | -0.4% | +48.9% | -49.2% | -0.8% |
| 3Y | +20.5% | +70.0% | -49.6% | +19.7% |
| 5Y | +3.8% | +469.0% | -465.2% | +1.9% |
| 10Y | +31.2% | +471.6% | -440.4% | +28.1% |
| All | +97.1% | +43.4% | +53.7% | +87.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling