+423.4%
PNFP vs VT
+374.2%
+49.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.3% | -0.3% |
| 7D | -0.1% | +0.4% | -0.5% | -0.6% |
| 30D | -5.5% | +1.0% | -6.4% | -6.6% |
| 3M | +5.3% | +2.4% | +2.9% | +1.9% |
| 6M | +11.5% | +12.0% | -0.5% | -3.5% |
| YTD | +7.4% | +15.3% | -7.9% | -10.3% |
| 1Y | +3.5% | +22.6% | -19.1% | -19.8% |
| 3Y | +52.2% | +74.7% | -22.5% | -21.4% |
| 5Y | +12.3% | +66.1% | -53.9% | -37.5% |
| 10Y | +99.4% | +225.0% | -125.6% | -46.7% |
| All | +423.4% | +374.2% | +49.2% | -8.8% |
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