-8.2%
VFC vs PNR
-43.1%
+34.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.0% | +2.2% |
| 7D | -1.6% | -2.4% | +0.8% | -0.4% |
| 30D | -11.6% | -12.8% | +1.1% | -5.2% |
| 3M | -18.1% | -17.0% | -1.1% | -11.9% |
| 6M | -27.4% | -37.4% | +10.1% | -5.3% |
| YTD | -24.8% | -41.6% | +16.8% | +1.0% |
| 1Y | -8.2% | -44.6% | +36.4% | +30.4% |
| All | -8.2% | -43.1% | +34.9% | +30.4% |
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