-31.2%
PNBK vs VT
+20.4%
-51.6%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.4% | -3.6% |
| 7D | -11.2% | -0.1% | -11.1% | -11.0% |
| 30D | -18.1% | -0.7% | -17.4% | -17.6% |
| 3M | -5.0% | +4.0% | -9.0% | -7.8% |
| 6M | -29.1% | +12.3% | -41.4% | -36.4% |
| YTD | -47.8% | +14.0% | -61.8% | -53.7% |
| 1Y | -31.2% | +20.3% | -51.5% | -45.3% |
| All | -31.2% | +20.4% | -51.6% | -45.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling