-15.9%
PNR vs VT
+66.2%
-82.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -2.4% | +0.4% | -2.8% | -2.9% |
| 30D | -12.8% | +1.0% | -13.7% | -13.8% |
| 3M | -17.0% | +2.4% | -19.4% | -19.6% |
| 6M | -37.4% | +12.0% | -49.4% | -45.6% |
| YTD | -41.6% | +15.3% | -56.9% | -51.0% |
| 1Y | -44.6% | +22.6% | -67.2% | -56.9% |
| 3Y | -12.1% | +74.7% | -86.8% | -55.3% |
| All | -15.9% | +66.2% | -82.1% | -54.9% |
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