+9.5%
V vs PNR
-47.3%
+56.8%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.3% | +0.1% |
| 7D | -3.0% | -5.5% | +2.4% | -2.4% |
| 30D | +1.2% | -15.6% | +16.8% | +3.2% |
| 3M | +13.9% | -20.2% | +34.1% | +16.5% |
| 6M | +17.2% | -36.6% | +53.9% | +22.2% |
| YTD | +5.3% | -45.0% | +50.3% | +11.7% |
| 1Y | +9.5% | -47.4% | +56.9% | +17.9% |
| All | +9.5% | -47.3% | +56.8% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 1y: compounded portfolio wealth divided by compounded PNR 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…
1y analysis · Full analysis span regression · 6 months rolling