+101.5%
PNFP vs VT
+217.6%
-116.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.5% |
| 7D | +0.4% | -0.1% | +0.5% | +0.4% |
| 30D | +9.9% | -3.1% | +13.0% | +14.1% |
| 3M | -1.2% | -3.5% | +2.3% | +3.1% |
| 6M | +6.0% | +0.5% | +5.6% | +4.3% |
| YTD | +9.9% | +10.8% | -0.9% | -5.4% |
| 1Y | +21.0% | +11.9% | +9.1% | +2.7% |
| 3Y | +64.0% | +73.0% | -9.0% | -21.0% |
| 5Y | +10.7% | +58.6% | -48.0% | -39.1% |
| 10Y | +101.5% | +219.2% | -117.7% | -54.7% |
| All | +101.5% | +217.6% | -116.1% | -54.7% |
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