+62.8%
PNR vs VCLT
+17.1%
+45.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -6.0% | -1.4% | -4.7% | -5.2% |
| 30D | -14.0% | -1.2% | -12.8% | -13.3% |
| 3M | -21.7% | -4.8% | -16.9% | -19.3% |
| 6M | -37.3% | -2.6% | -34.7% | -36.2% |
| YTD | -45.1% | -3.3% | -41.8% | -44.0% |
| 1Y | -49.1% | -4.8% | -44.3% | -47.6% |
| 3Y | -14.8% | +11.5% | -26.4% | -19.8% |
| 5Y | -21.0% | -17.0% | -4.0% | -15.1% |
| All | +62.8% | +17.1% | +45.7% | +64.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling