+12.8%
VG vs PNR
-43.1%
+55.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.3% |
| 7D | +1.7% | -2.4% | +4.1% | +1.1% |
| 30D | +16.0% | -12.8% | +28.8% | +12.4% |
| 3M | +9.7% | -17.0% | +26.7% | +7.1% |
| 6M | +29.6% | -37.4% | +67.0% | +29.4% |
| YTD | +112.0% | -41.6% | +153.6% | +112.3% |
| 1Y | +12.8% | -44.6% | +57.4% | +25.1% |
| All | +12.8% | -43.1% | +55.9% | +25.1% |
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