-22.4%
VFC vs PNR
-13.0%
-9.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.3% | -0.6% |
| 7D | -2.3% | -3.9% | +1.5% | +1.1% |
| 30D | -13.4% | -13.8% | +0.4% | -1.5% |
| 3M | -23.7% | -22.5% | -1.2% | -7.1% |
| 6M | -24.5% | -37.2% | +12.7% | +12.0% |
| YTD | -27.8% | -44.2% | +16.4% | +19.3% |
| 1Y | -13.5% | -46.6% | +33.2% | +51.1% |
| All | -22.4% | -13.0% | -9.4% | -26.6% |
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