+757.3%
PNR vs VRSN
+6,422.7%
-5,665.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.4% | +0.7% | -2.1% |
| 7D | -3.0% | -2.1% | -0.9% | -2.7% |
| 30D | -14.9% | -3.9% | -11.0% | -14.4% |
| 3M | -19.0% | -0.1% | -18.9% | -19.2% |
| 6M | -35.9% | +16.4% | -52.3% | -37.6% |
| YTD | -43.1% | +17.2% | -60.4% | -44.8% |
| 1Y | -46.4% | +1.0% | -47.4% | -46.8% |
| 3Y | -10.8% | +39.1% | -49.9% | -16.0% |
| 5Y | -18.9% | +29.0% | -47.9% | -22.7% |
| 10Y | +64.4% | +275.8% | -211.4% | +36.4% |
| All | +757.3% | +6,422.7% | -5,665.4% | +399.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling