+145.7%
VMC vs PNR
+66.2%
+79.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.1% | +1.0% |
| 7D | -3.8% | -6.0% | +2.3% | -0.6% |
| 30D | -9.7% | -14.0% | +4.3% | -2.5% |
| 3M | -9.6% | -21.7% | +12.1% | +1.4% |
| 6M | -4.8% | -37.3% | +32.4% | +19.3% |
| YTD | -10.9% | -45.1% | +34.3% | +19.1% |
| 1Y | -15.6% | -49.1% | +33.5% | +17.4% |
| 3Y | +19.3% | -14.8% | +34.2% | +22.7% |
| 5Y | +48.0% | -21.0% | +69.0% | +54.7% |
| All | +145.7% | +66.2% | +79.6% | +58.2% |
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 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