-31.8%
PNR vs VIG
+19.5%
-51.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.1% | +1.2% | -0.2% |
| 7D | +11.9% | +2.7% | +9.2% | +7.1% |
| 30D | +37.1% | +7.0% | +30.1% | +22.9% |
| 3M | +5.7% | +4.0% | +1.7% | -0.7% |
| 6M | -5.7% | +12.3% | -18.0% | -21.6% |
| YTD | -29.8% | +16.4% | -46.2% | -44.5% |
| 1Y | -31.8% | +19.2% | -51.0% | -47.9% |
| All | -31.8% | +19.5% | -51.3% | -47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 1y: compounded portfolio wealth divided by compounded VIG 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…
1y analysis · Full analysis span regression · 6 months rolling