-14.6%
PNR vs VO
+54.6%
-69.2%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -0.2% |
| 7D | -5.5% | -2.5% | -3.0% | -2.2% |
| 30D | -15.6% | -3.2% | -12.3% | -11.8% |
| 3M | -20.2% | +3.9% | -24.1% | -24.0% |
| 6M | -36.6% | +9.6% | -46.3% | -43.6% |
| YTD | -45.0% | +11.6% | -56.6% | -52.1% |
| 1Y | -47.4% | +12.6% | -60.1% | -54.8% |
| All | -14.6% | +54.6% | -69.2% | -50.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling