+3.8%
VCIT vs PNR
-17.2%
+21.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | -0.3% | -2.4% | +2.0% | -0.2% |
| 30D | -0.8% | -12.8% | +12.0% | +0.2% |
| 3M | -1.0% | -17.0% | +16.0% | +0.1% |
| 6M | -1.8% | -37.4% | +35.6% | +1.3% |
| YTD | -0.7% | -41.6% | +40.9% | +2.9% |
| 1Y | +1.0% | -44.6% | +45.6% | +5.0% |
| 3Y | +18.8% | -12.1% | +31.0% | +17.9% |
| All | +3.8% | -17.2% | +21.1% | -1.1% |
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