-13.0%
VFC vs PNR
-47.6%
+34.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.3% | +4.6% | +4.5% |
| 7D | -1.4% | -6.0% | +4.6% | +1.9% |
| 30D | -9.0% | -14.0% | +5.0% | -1.6% |
| 3M | -24.2% | -21.7% | -2.5% | -16.1% |
| 6M | -18.5% | -37.3% | +18.8% | +4.1% |
| YTD | -25.9% | -45.1% | +19.3% | +2.3% |
| 1Y | -13.0% | -49.1% | +36.1% | +29.2% |
| All | -13.0% | -47.6% | +34.6% | +29.2% |
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