-3.8%
PNR vs VT
+58.5%
-62.3%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.0% |
| 7D | -2.3% | +2.9% | -5.2% | -5.5% |
| 30D | +29.3% | -2.5% | +31.8% | +33.0% |
| 3M | +4.1% | -3.3% | +7.4% | +8.1% |
| 6M | -8.6% | +1.5% | -10.2% | -10.9% |
| YTD | -33.6% | +11.4% | -45.0% | -42.1% |
| 1Y | -36.4% | +11.9% | -48.3% | -44.9% |
| 3Y | +15.1% | +73.9% | -58.8% | -41.5% |
| 5Y | -3.8% | +57.9% | -61.7% | -45.4% |
| All | -3.8% | +58.5% | -62.3% | -45.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling