+111.2%
PNW vs VT
+223.7%
-112.4%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.6% | -0.5% |
| 7D | -0.7% | +0.4% | -1.0% | -0.9% |
| 30D | +7.3% | -2.6% | +9.9% | +8.8% |
| 3M | +5.1% | -3.2% | +8.3% | +6.9% |
| 6M | +8.0% | +0.9% | +7.0% | +6.8% |
| YTD | +23.1% | +11.3% | +11.8% | +14.4% |
| 1Y | +24.1% | +14.0% | +10.1% | +13.6% |
| 3Y | +67.4% | +75.8% | -8.4% | +14.4% |
| 5Y | +108.6% | +57.8% | +50.7% | +51.6% |
| 10Y | +111.2% | +219.8% | -108.6% | -12.6% |
| All | +111.2% | +223.7% | -112.4% | -12.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling