-99.3%
PNBK vs VT
+374.2%
-473.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +7.8% | +0.4% | +7.3% | +7.6% |
| 30D | -3.5% | +1.0% | -4.5% | -3.8% |
| 3M | +4.7% | +2.4% | +2.3% | +3.9% |
| 6M | -17.2% | +12.0% | -29.2% | -20.2% |
| YTD | -39.0% | +15.3% | -54.3% | -41.7% |
| 1Y | -24.5% | +22.6% | -47.1% | -29.1% |
| 3Y | -86.2% | +74.7% | -160.8% | -88.2% |
| 5Y | -88.3% | +66.1% | -154.4% | -89.9% |
| 10Y | -91.4% | +225.0% | -316.4% | -93.8% |
| All | -99.3% | +374.2% | -473.4% | -99.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling