-31.8%
PNR vs VO
+16.3%
-48.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.9% | +2.4% | +2.1% |
| 7D | +11.9% | +1.0% | +10.9% | +10.5% |
| 30D | +37.1% | +2.6% | +34.5% | +32.4% |
| 3M | +5.7% | -0.3% | +6.0% | +6.2% |
| 6M | -5.7% | +7.6% | -13.3% | -14.7% |
| YTD | -29.8% | +14.7% | -44.5% | -41.3% |
| 1Y | -31.8% | +16.4% | -48.2% | -44.0% |
| All | -31.8% | +16.3% | -48.1% | -44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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