-68.5%
VFC vs PNR
+66.2%
-134.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.3% | +4.6% | +4.6% |
| 7D | -1.4% | -6.0% | +4.6% | +3.2% |
| 30D | -9.0% | -14.0% | +5.0% | +1.6% |
| 3M | -24.2% | -21.7% | -2.5% | -11.1% |
| 6M | -18.5% | -37.3% | +18.8% | +12.3% |
| YTD | -25.9% | -45.1% | +19.3% | +12.0% |
| 1Y | -13.0% | -49.1% | +36.1% | +40.0% |
| 3Y | -20.3% | -14.8% | -5.5% | -9.3% |
| 5Y | -78.1% | -21.0% | -57.1% | -74.6% |
| All | -68.5% | +66.2% | -134.7% | -78.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling