+318.5%
PNR vs VT
+346.0%
-27.6%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.6% |
| 7D | +2.8% | -2.3% | +5.1% | +5.4% |
| 30D | +31.2% | -5.0% | +36.1% | +38.3% |
| 3M | -2.1% | -4.9% | +2.8% | +3.1% |
| 6M | -14.0% | -1.5% | -12.4% | -13.0% |
| YTD | -33.6% | +8.5% | -42.1% | -39.4% |
| 1Y | -35.2% | +11.4% | -46.6% | -42.5% |
| 3Y | +15.8% | +70.1% | -54.3% | -33.9% |
| 5Y | -1.8% | +53.7% | -55.6% | -37.0% |
| 10Y | +117.0% | +220.0% | -103.0% | -33.1% |
| All | +318.5% | +346.0% | -27.6% | -4.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling