-91.2%
PNBK vs VT
+57.4%
-148.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.6% | +2.2% | +3.4% |
| 7D | +2.3% | +0.4% | +2.0% | +2.3% |
| 30D | 0.0% | -2.6% | +2.6% | +1.4% |
| 3M | -24.1% | -3.2% | -20.9% | -22.7% |
| 6M | -20.0% | +0.9% | -20.9% | -20.1% |
| YTD | -51.6% | +11.3% | -63.0% | -53.9% |
| 1Y | -22.1% | +14.0% | -36.1% | -26.5% |
| 3Y | -84.5% | +75.8% | -160.3% | -86.8% |
| 5Y | -91.2% | +57.8% | -149.0% | -91.3% |
| All | -91.2% | +57.4% | -148.6% | -91.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling