-20.3%
PNR vs VEU
+55.0%
-75.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -1.3% |
| 7D | -6.0% | -1.4% | -4.6% | -4.7% |
| 30D | -14.0% | -0.4% | -13.6% | -13.6% |
| 3M | -21.7% | +2.5% | -24.2% | -23.9% |
| 6M | -37.3% | +11.1% | -48.4% | -44.2% |
| YTD | -45.1% | +16.5% | -61.6% | -53.7% |
| 1Y | -49.1% | +22.9% | -72.1% | -59.5% |
| 3Y | -14.8% | +73.4% | -88.3% | -53.3% |
| All | -20.3% | +55.0% | -75.3% | -52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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