+101.2%
PNW vs VT
+57.0%
+44.1%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | +2.7% | +2.4% | +0.3% | +1.9% |
| 30D | +5.8% | -1.5% | +7.3% | +6.2% |
| 3M | +7.2% | -4.1% | +11.3% | +8.6% |
| 6M | +9.9% | +0.6% | +9.4% | +9.4% |
| YTD | +25.1% | +11.0% | +14.1% | +19.7% |
| 1Y | +24.9% | +13.3% | +11.6% | +18.5% |
| 3Y | +75.3% | +73.4% | +1.9% | +36.3% |
| All | +101.2% | +57.0% | +44.1% | +57.2% |
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 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