-1.2%
PNQI vs VT
+65.7%
-66.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.2% |
| 7D | -3.8% | -0.1% | -3.7% | -3.6% |
| 30D | -3.5% | -0.7% | -2.8% | -2.6% |
| 3M | +8.4% | +4.0% | +4.4% | +2.3% |
| 6M | +5.3% | +12.3% | -7.0% | -11.4% |
| YTD | -6.6% | +14.0% | -20.7% | -23.4% |
| 1Y | -9.5% | +20.3% | -29.8% | -31.3% |
| 3Y | +55.4% | +75.4% | -20.0% | -33.8% |
| 5Y | -1.2% | +66.0% | -67.2% | -52.0% |
| All | -1.2% | +65.7% | -66.9% | -52.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling