-49.1%
PNR vs VO
+13.3%
-62.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.0% | -1.3% |
| 7D | -6.0% | -1.5% | -4.5% | -4.0% |
| 30D | -14.0% | -3.0% | -10.9% | -10.3% |
| 3M | -21.7% | +2.8% | -24.5% | -24.4% |
| 6M | -37.3% | +10.9% | -48.2% | -45.0% |
| YTD | -45.1% | +12.5% | -57.6% | -52.5% |
| 1Y | -49.1% | +12.0% | -61.1% | -56.0% |
| All | -49.1% | +13.3% | -62.4% | -56.0% |
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