-0.9%
VCIT vs PRU
+19.8%
-20.7%
-5.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.5% | 0.0% |
| 7D | +0.1% | +2.4% | -2.3% | -0.1% |
| 30D | +1.9% | +6.1% | -4.2% | +1.6% |
| 3M | -1.4% | -0.7% | -0.7% | -1.5% |
| 6M | -2.1% | +22.1% | -24.2% | -3.2% |
| YTD | -1.6% | +9.8% | -11.4% | -2.5% |
| 1Y | -0.9% | +19.4% | -20.3% | -2.1% |
| All | -0.9% | +19.8% | -20.7% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 1y: compounded portfolio wealth divided by compounded PRU 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…
1y analysis · Full analysis span regression · 6 months rolling