+773.2%
VFC vs PNR
+3,553.7%
-2,780.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.6% | +0.8% | -0.8% |
| 7D | +0.8% | -3.0% | +3.9% | +2.1% |
| 30D | -11.9% | -14.9% | +3.0% | -6.2% |
| 3M | -20.2% | -19.0% | -1.1% | -13.9% |
| 6M | -23.0% | -35.9% | +12.9% | -9.2% |
| YTD | -26.2% | -43.1% | +16.9% | -9.1% |
| 1Y | -13.3% | -46.4% | +33.1% | +9.6% |
| 3Y | -25.5% | -10.8% | -14.6% | -20.1% |
| 5Y | -78.1% | -18.9% | -59.3% | -75.8% |
| 10Y | -68.8% | +64.4% | -133.2% | -72.9% |
| All | +773.2% | +3,553.7% | -2,780.6% | +330.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling