+195.0%
PNQI vs VT
+226.9%
-31.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.2% | +1.4% |
| 7D | -4.6% | -2.0% | -2.6% | -2.3% |
| 30D | -2.8% | -1.4% | -1.3% | -1.1% |
| 3M | +10.8% | +4.7% | +6.1% | +4.5% |
| 6M | +6.6% | +11.4% | -4.7% | -6.8% |
| YTD | -6.3% | +13.1% | -19.4% | -19.7% |
| 1Y | -7.9% | +19.0% | -26.9% | -25.8% |
| 3Y | +56.0% | +73.9% | -18.0% | -19.7% |
| 5Y | -0.2% | +65.4% | -65.6% | -44.1% |
| All | +195.0% | +226.9% | -31.9% | -18.2% |
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