-14.8%
PNR vs VSXY
+352.7%
-367.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.1% | -3.3% | -0.6% |
| 7D | -6.0% | +0.1% | -6.1% | -6.1% |
| 30D | -14.0% | -18.7% | +4.7% | -12.2% |
| 3M | -21.7% | -4.0% | -17.7% | -21.7% |
| 6M | -37.3% | +67.5% | -104.8% | -42.1% |
| YTD | -45.1% | +39.7% | -84.8% | -48.5% |
| 1Y | -49.1% | +180.0% | -229.1% | -56.9% |
| 3Y | -14.8% | +337.3% | -352.1% | -33.7% |
| All | -14.8% | +352.7% | -367.6% | -33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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