+95.9%
VCIT vs PRU
+397.0%
-301.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.6% | -6.0% | +0.6% |
| 7D | +0.4% | +9.8% | -9.3% | +0.5% |
| 30D | +2.2% | +11.6% | -9.4% | +2.2% |
| 3M | -1.8% | +3.7% | -5.5% | -1.8% |
| 6M | -1.6% | +33.0% | -34.6% | -1.6% |
| YTD | -1.7% | +16.6% | -18.3% | -1.7% |
| 1Y | -0.8% | +26.9% | -27.8% | -0.8% |
| 3Y | +19.3% | +55.7% | -36.4% | +19.5% |
| 5Y | +3.5% | +44.5% | -41.0% | +3.7% |
| 10Y | +28.6% | +133.1% | -104.5% | +29.4% |
| All | +95.9% | +397.0% | -301.1% | +102.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling