-35.0%
PNR vs VLTO
+20.4%
-55.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.9% |
| 7D | -0.1% | +1.6% | -1.8% | -1.0% |
| 30D | +33.4% | +22.0% | +11.4% | +19.4% |
| 3M | +4.9% | +21.9% | -17.0% | -6.1% |
| 6M | -8.5% | +36.5% | -45.0% | -22.7% |
| YTD | -32.1% | +19.0% | -51.1% | -38.4% |
| 1Y | -35.0% | +21.0% | -56.0% | -41.3% |
| All | -35.0% | +20.4% | -55.4% | -41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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