+224.7%
PNR vs VIG
+610.7%
-386.1%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -0.8% |
| 7D | -5.5% | -2.2% | -3.3% | -2.7% |
| 30D | -15.6% | -3.2% | -12.3% | -11.9% |
| 3M | -20.2% | +3.0% | -23.2% | -23.1% |
| 6M | -36.6% | +8.1% | -44.7% | -42.4% |
| YTD | -45.0% | +9.1% | -54.0% | -50.5% |
| 1Y | -47.4% | +12.6% | -60.0% | -54.6% |
| 3Y | -13.7% | +55.4% | -69.1% | -49.9% |
| 5Y | -20.8% | +62.8% | -83.6% | -55.8% |
| 10Y | +65.2% | +246.6% | -181.4% | -64.1% |
| All | +224.7% | +610.7% | -386.1% | -70.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling