-44.6%
PNR vs VCLT
-0.4%
-44.2%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | -2.4% | -0.5% | -1.9% | -1.9% |
| 30D | -12.8% | -0.9% | -11.9% | -12.1% |
| 3M | -17.0% | -3.2% | -13.7% | -14.6% |
| 6M | -37.4% | -3.8% | -33.6% | -35.7% |
| YTD | -41.6% | -2.0% | -39.6% | -40.7% |
| 1Y | -44.6% | -0.8% | -43.8% | -44.6% |
| All | -44.6% | -0.4% | -44.2% | -44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 1y: compounded portfolio wealth divided by compounded VCLT 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…
1y analysis · Full analysis span regression · 6 months rolling