+989.2%
PNQI vs VT
+356.5%
+632.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.7% | +0.7% |
| 7D | +1.0% | +2.4% | -1.3% | -1.0% |
| 30D | -3.4% | -1.5% | -1.9% | -2.2% |
| 3M | -3.1% | -4.1% | +1.1% | +0.5% |
| 6M | +5.4% | +0.6% | +4.8% | +4.6% |
| YTD | -6.4% | +11.0% | -17.4% | -14.6% |
| 1Y | -6.0% | +13.3% | -19.3% | -15.8% |
| 3Y | +54.4% | +73.4% | -18.9% | -2.1% |
| 5Y | +1.9% | +57.4% | -55.5% | -28.2% |
| 10Y | +204.0% | +221.7% | -17.7% | +32.2% |
| All | +989.2% | +356.5% | +632.7% | +315.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling