-38.0%
VG vs PNR
-42.8%
+4.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.6% | +4.8% | +2.7% |
| 7D | -2.5% | -3.0% | +0.5% | -1.9% |
| 30D | +11.1% | -14.9% | +26.0% | +14.7% |
| 3M | +14.9% | -19.0% | +33.9% | +19.4% |
| 6M | +18.4% | -35.9% | +54.3% | +36.2% |
| YTD | +116.6% | -43.1% | +159.7% | +168.5% |
| 1Y | +9.4% | -46.4% | +55.8% | +44.2% |
| All | -38.0% | -42.8% | +4.8% | -22.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling