-20.3%
PNR vs VIG
+63.0%
-83.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -1.3% |
| 7D | -6.0% | -1.1% | -5.0% | -4.6% |
| 30D | -14.0% | -2.7% | -11.2% | -10.4% |
| 3M | -21.7% | +2.5% | -24.2% | -24.3% |
| 6M | -37.3% | +9.2% | -46.5% | -44.4% |
| YTD | -45.1% | +9.8% | -55.0% | -51.7% |
| 1Y | -49.1% | +12.4% | -61.5% | -56.6% |
| 3Y | -14.8% | +55.9% | -70.7% | -53.5% |
| All | -20.3% | +63.0% | -83.3% | -58.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling