+113.4%
PNR vs VT
+223.7%
-110.2%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.6% | +0.5% | 0.0% |
| 7D | -0.5% | +0.4% | -0.9% | -1.0% |
| 30D | +34.4% | -2.6% | +37.0% | +38.5% |
| 3M | +2.4% | -3.2% | +5.6% | +6.2% |
| 6M | -7.8% | +0.9% | -8.7% | -9.4% |
| YTD | -31.6% | +11.3% | -42.9% | -40.1% |
| 1Y | -33.6% | +14.0% | -47.6% | -43.5% |
| 3Y | +19.9% | +75.8% | -55.9% | -38.4% |
| 5Y | +0.8% | +57.8% | -57.0% | -40.8% |
| 10Y | +113.4% | +219.8% | -106.4% | -44.1% |
| All | +113.4% | +223.7% | -110.2% | -44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling