+77.2%
PNOV vs VT
+138.3%
-61.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | 0.0% |
| 7D | +0.4% | +1.0% | -0.7% | -0.2% |
| 30D | +0.3% | -0.2% | +0.6% | +0.4% |
| 3M | +3.3% | +4.5% | -1.2% | +1.0% |
| 6M | +9.4% | +14.1% | -4.6% | +2.2% |
| YTD | +8.7% | +14.8% | -6.0% | +1.2% |
| 1Y | +11.7% | +21.2% | -9.5% | +1.0% |
| 3Y | +32.8% | +76.6% | -43.7% | -1.5% |
| 5Y | +49.3% | +66.6% | -17.3% | +12.9% |
| All | +77.2% | +138.3% | -61.1% | +7.0% |
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