-15.2%
PNI vs VT
+223.7%
-238.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.2% | -0.3% |
| 7D | +1.5% | +0.4% | +1.2% | +1.4% |
| 30D | +10.4% | -2.6% | +13.0% | +11.2% |
| 3M | -2.6% | -3.2% | +0.7% | -1.7% |
| 6M | -3.9% | +0.9% | -4.9% | -4.3% |
| YTD | +1.0% | +11.3% | -10.3% | -2.4% |
| 1Y | +0.7% | +14.0% | -13.3% | -3.4% |
| 3Y | +18.3% | +75.8% | -57.6% | -1.4% |
| 5Y | -27.2% | +57.8% | -85.0% | -37.2% |
| 10Y | -15.2% | +219.8% | -235.0% | -46.7% |
| All | -15.2% | +223.7% | -238.9% | -46.7% |
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