+576.2%
PNW vs VT
+374.2%
+202.0%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -0.1% | +0.4% | -0.6% | -0.4% |
| 30D | -3.9% | +1.0% | -4.9% | -4.5% |
| 3M | -2.1% | +2.4% | -4.4% | -3.6% |
| 6M | -3.6% | +12.0% | -15.6% | -10.0% |
| YTD | +13.0% | +15.3% | -2.3% | +3.7% |
| 1Y | +13.5% | +22.6% | -9.1% | +0.4% |
| 3Y | +45.4% | +74.7% | -29.2% | +3.9% |
| 5Y | +57.3% | +66.1% | -8.9% | +14.1% |
| 10Y | +90.3% | +225.0% | -134.7% | -7.1% |
| All | +576.2% | +374.2% | +202.0% | +127.2% |
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