+62.8%
PNR vs VIG
+250.0%
-187.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -1.2% |
| 7D | -6.0% | -1.1% | -5.0% | -4.7% |
| 30D | -14.0% | -2.7% | -11.2% | -10.8% |
| 3M | -21.7% | +2.5% | -24.2% | -24.0% |
| 6M | -37.3% | +9.2% | -46.5% | -43.8% |
| YTD | -45.1% | +9.8% | -55.0% | -51.1% |
| 1Y | -49.1% | +12.4% | -61.5% | -55.9% |
| 3Y | -14.8% | +55.9% | -70.7% | -50.5% |
| 5Y | -21.0% | +63.9% | -85.0% | -56.1% |
| All | +62.8% | +250.0% | -187.2% | -63.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling