+276.8%
PNR vs VCLT
+102.9%
+173.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.8% |
| 7D | -3.9% | 0.0% | -3.9% | -3.9% |
| 30D | -13.8% | +0.1% | -13.9% | -13.8% |
| 3M | -22.5% | -2.9% | -19.7% | -21.9% |
| 6M | -37.2% | -4.0% | -33.2% | -36.5% |
| YTD | -44.2% | -2.2% | -42.0% | -43.9% |
| 1Y | -46.6% | -2.6% | -44.1% | -46.2% |
| 3Y | -12.5% | +12.3% | -24.8% | -14.5% |
| 5Y | -19.3% | -16.4% | -3.0% | -20.7% |
| 10Y | +67.5% | +18.1% | +49.4% | +78.2% |
| All | +276.8% | +102.9% | +173.8% | +515.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling