-21.5%
PNI vs VT
+222.7%
-244.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -1.9% | +0.4% | -2.4% | -2.0% |
| 30D | -1.6% | +1.0% | -2.6% | -1.9% |
| 3M | -3.2% | +2.4% | -5.6% | -3.9% |
| 6M | -2.9% | +12.0% | -14.9% | -6.2% |
| YTD | +0.6% | +15.3% | -14.7% | -3.7% |
| 1Y | +6.6% | +22.6% | -16.0% | +0.2% |
| 3Y | +6.8% | +74.7% | -67.8% | -10.5% |
| 5Y | -26.6% | +66.1% | -92.8% | -37.7% |
| All | -21.5% | +222.7% | -244.3% | -49.1% |
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