+3.5%
VCIT vs PNR
-2.8%
+6.3%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.2% | 0.0% |
| 7D | +0.1% | +2.8% | -2.7% | -0.1% |
| 30D | +1.9% | +31.2% | -29.2% | -0.1% |
| 3M | -1.4% | -2.1% | +0.6% | -1.4% |
| 6M | -2.1% | -14.0% | +11.8% | -1.3% |
| YTD | -1.6% | -33.6% | +32.0% | +1.0% |
| 1Y | -0.9% | -35.2% | +34.3% | +1.9% |
| 3Y | +20.0% | +15.8% | +4.2% | +16.2% |
| All | +3.5% | -2.8% | +6.3% | -2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling