-20.3%
PNR vs VCLT
-17.2%
-3.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -6.0% | -1.4% | -4.7% | -5.1% |
| 30D | -14.0% | -1.2% | -12.8% | -13.2% |
| 3M | -21.7% | -4.8% | -16.9% | -18.8% |
| 6M | -37.3% | -2.6% | -34.7% | -36.0% |
| YTD | -45.1% | -3.3% | -41.8% | -43.7% |
| 1Y | -49.1% | -4.8% | -44.3% | -47.2% |
| 3Y | -14.8% | +11.5% | -26.4% | -21.0% |
| All | -20.3% | -17.2% | -3.1% | -18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling