-20.8%
PNR vs VRSN
+32.1%
-52.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.0% | -1.6% |
| 7D | -5.5% | -1.5% | -3.9% | -4.9% |
| 30D | -15.6% | +0.7% | -16.3% | -15.9% |
| 3M | -20.2% | +0.6% | -20.8% | -20.8% |
| 6M | -36.6% | +21.7% | -58.3% | -42.8% |
| YTD | -45.0% | +20.0% | -65.0% | -50.2% |
| 1Y | -47.4% | +3.2% | -50.6% | -48.9% |
| 3Y | -13.7% | +42.4% | -56.1% | -31.4% |
| 5Y | -20.8% | +33.0% | -53.8% | -33.9% |
| All | -20.8% | +32.1% | -52.9% | -33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 5y: compounded portfolio wealth divided by compounded VRSN 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…
5y analysis · Full analysis span regression · 6 months rolling