-20.3%
PNR vs VTEB
+1.2%
-21.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.6% | -0.8% |
| 7D | -6.0% | -0.9% | -5.1% | -4.6% |
| 30D | -14.0% | -2.5% | -11.5% | -10.3% |
| 3M | -21.7% | -3.0% | -18.7% | -17.7% |
| 6M | -37.3% | -2.1% | -35.1% | -34.8% |
| YTD | -45.1% | -1.5% | -43.6% | -43.5% |
| 1Y | -49.1% | +0.2% | -49.3% | -48.9% |
| 3Y | -14.8% | +8.6% | -23.4% | -24.5% |
| All | -20.3% | +1.2% | -21.5% | -32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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