+304.7%
PNR vs VEU
+188.7%
+116.0%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.2% |
| 7D | -3.9% | +0.3% | -4.2% | -4.1% |
| 30D | -13.8% | +0.7% | -14.5% | -14.4% |
| 3M | -22.5% | +4.7% | -27.2% | -26.1% |
| 6M | -37.2% | +11.6% | -48.8% | -43.7% |
| YTD | -44.2% | +16.8% | -61.0% | -52.1% |
| 1Y | -46.6% | +24.9% | -71.5% | -57.0% |
| 3Y | -12.5% | +75.7% | -88.2% | -48.3% |
| 5Y | -19.3% | +56.1% | -75.5% | -46.7% |
| 10Y | +67.5% | +153.6% | -86.1% | -27.0% |
| All | +304.7% | +188.7% | +116.0% | +50.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling