-93.8%
PNBK vs VT
+217.6%
-311.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.5% | -4.1% | -4.3% |
| 7D | -4.5% | -0.1% | -4.4% | -4.3% |
| 30D | -4.5% | -3.1% | -1.5% | -2.7% |
| 3M | -27.6% | -3.5% | -24.1% | -25.9% |
| 6M | -23.6% | +0.5% | -24.1% | -23.6% |
| YTD | -53.8% | +10.8% | -64.6% | -56.3% |
| 1Y | -26.3% | +11.9% | -38.2% | -30.6% |
| 3Y | -85.2% | +73.0% | -158.1% | -88.8% |
| 5Y | -91.3% | +58.6% | -149.9% | -93.1% |
| 10Y | -93.8% | +219.2% | -313.0% | -96.4% |
| All | -93.8% | +217.6% | -311.4% | -96.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling