-51.4%
VG vs PNR
-33.2%
-18.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.4% |
| 7D | -22.0% | +2.8% | -24.8% | -22.5% |
| 30D | -11.6% | +31.2% | -42.8% | -16.0% |
| 3M | -14.9% | -2.1% | -12.8% | -14.3% |
| 6M | -3.5% | -14.0% | +10.4% | +1.5% |
| YTD | +70.0% | -33.6% | +103.6% | +104.7% |
| 1Y | +50.0% | -35.2% | +85.2% | +84.6% |
| All | -51.4% | -33.2% | -18.2% | -41.2% |
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