+46.8%
VMC vs PNR
-21.1%
+67.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.9% |
| 7D | -3.7% | -5.5% | +1.8% | -1.0% |
| 30D | -12.8% | -15.6% | +2.8% | -5.4% |
| 3M | -7.9% | -20.2% | +12.3% | +1.6% |
| 6M | -7.5% | -36.6% | +29.1% | +13.8% |
| YTD | -11.6% | -45.0% | +33.4% | +16.2% |
| 1Y | -14.3% | -47.4% | +33.2% | +15.4% |
| 3Y | +18.5% | -13.7% | +32.2% | +20.0% |
| 5Y | +46.8% | -20.8% | +67.6% | +48.6% |
| All | +46.8% | -21.1% | +67.8% | +48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling