+33.9%
VCIT vs PR
+169.5%
-135.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | 0.0% |
| 7D | -0.3% | +2.9% | -3.3% | -0.4% |
| 30D | -0.8% | +18.0% | -18.8% | -0.8% |
| 3M | -1.0% | +16.9% | -17.9% | -1.0% |
| 6M | -1.8% | +28.2% | -30.0% | -1.9% |
| YTD | -0.7% | +69.3% | -70.0% | -0.8% |
| 1Y | +1.0% | +69.5% | -68.5% | +0.9% |
| 3Y | +18.8% | +81.7% | -62.8% | +18.6% |
| 5Y | +3.5% | +422.2% | -418.8% | +3.1% |
| 10Y | +29.2% | +110.4% | -81.1% | +26.9% |
| All | +33.9% | +169.5% | -135.6% | +30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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