-37.3%
PNR vs VTEB
-2.3%
-35.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.6% | -1.8% |
| 7D | -6.0% | -0.9% | -5.1% | -2.0% |
| 30D | -14.0% | -2.5% | -11.5% | -3.1% |
| 3M | -21.7% | -3.0% | -18.7% | -9.5% |
| 6M | -37.3% | -2.1% | -35.1% | -29.4% |
| All | -37.3% | -2.3% | -35.0% | -29.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling