+29.3%
VCIT vs PNR
+62.2%
-33.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.6% | +0.1% |
| 7D | +0.1% | -3.0% | +3.1% | +0.2% |
| 30D | -0.8% | -14.9% | +14.1% | +0.1% |
| 3M | -0.5% | -19.0% | +18.5% | +0.5% |
| 6M | -1.4% | -35.9% | +34.5% | +0.8% |
| YTD | -0.8% | -43.1% | +42.4% | +2.0% |
| 1Y | +0.3% | -46.4% | +46.7% | +3.5% |
| 3Y | +19.2% | -10.8% | +30.1% | +19.0% |
| 5Y | +3.6% | -18.9% | +22.4% | +2.6% |
| 10Y | +29.3% | +64.4% | -35.1% | +23.8% |
| All | +29.3% | +62.2% | -33.0% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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