+984.3%
PNQI vs VT
+357.8%
+626.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.1% |
| 7D | +0.1% | +2.9% | -2.8% | -2.3% |
| 30D | -5.2% | -2.5% | -2.7% | -3.1% |
| 3M | -1.6% | -3.3% | +1.7% | +1.2% |
| 6M | +5.0% | +1.5% | +3.5% | +3.4% |
| YTD | -6.8% | +11.4% | -18.2% | -15.2% |
| 1Y | -8.4% | +11.9% | -20.3% | -17.0% |
| 3Y | +53.8% | +73.9% | -20.0% | -2.7% |
| 5Y | +1.4% | +57.9% | -56.5% | -28.7% |
| 10Y | +202.6% | +222.6% | -20.1% | +31.3% |
| All | +984.3% | +357.8% | +626.4% | +312.5% |
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