+56.2%
VFC vs PNR
+15.8%
+40.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.2% | +3.0% | +3.1% |
| 7D | +1.6% | +0.3% | +1.4% | +1.4% |
| 30D | +25.5% | +31.7% | -6.2% | -1.4% |
| 3M | +41.3% | +2.6% | +38.6% | +37.9% |
| 6M | +22.2% | -6.4% | +28.6% | +25.4% |
| YTD | +16.4% | -33.4% | +49.8% | +66.2% |
| 1Y | +38.4% | -35.1% | +73.5% | +104.1% |
| 3Y | +56.2% | +17.1% | +39.1% | -5.6% |
| All | +56.2% | +15.8% | +40.4% | -5.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling