-14.6%
PNR vs VCLT
+11.3%
-25.9%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -0.4% |
| 7D | -5.5% | -1.3% | -4.2% | -4.4% |
| 30D | -15.6% | -1.1% | -14.4% | -14.7% |
| 3M | -20.2% | -3.7% | -16.5% | -17.7% |
| 6M | -36.6% | -4.0% | -32.6% | -34.4% |
| YTD | -45.0% | -3.4% | -41.6% | -43.4% |
| 1Y | -47.4% | -4.1% | -43.3% | -45.6% |
| All | -14.6% | +11.3% | -25.9% | -21.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling