+55.6%
VFC vs PNR
-31.2%
+86.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.3% | +1.1% | +3.0% |
| 7D | +21.5% | +11.9% | +9.6% | +15.7% |
| 30D | +46.7% | +37.1% | +9.5% | +27.2% |
| 3M | +38.4% | +5.7% | +32.7% | +36.1% |
| 6M | +15.2% | -5.7% | +20.9% | +18.3% |
| YTD | +17.8% | -29.8% | +47.6% | +42.5% |
| 1Y | +55.6% | -31.8% | +87.4% | +101.5% |
| All | +55.6% | -31.2% | +86.7% | +101.5% |
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