+486.8%
PNR vs VO
+827.2%
-340.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.5% |
| 7D | -2.4% | -0.3% | -2.1% | -2.1% |
| 30D | -12.8% | -0.3% | -12.4% | -12.5% |
| 3M | -17.0% | +2.9% | -19.9% | -19.4% |
| 6M | -37.4% | +9.3% | -46.8% | -42.9% |
| YTD | -41.6% | +14.2% | -55.8% | -49.1% |
| 1Y | -44.6% | +15.3% | -59.9% | -52.2% |
| 3Y | -12.1% | +56.2% | -68.4% | -44.2% |
| 5Y | -17.4% | +42.4% | -59.8% | -41.8% |
| 10Y | +64.0% | +194.7% | -130.7% | -45.2% |
| All | +486.8% | +827.2% | -340.4% | -34.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling