+123.4%
VRT vs PNR
-43.1%
+166.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.3% | +4.0% | +4.3% |
| 7D | +9.1% | -2.4% | +11.5% | +9.9% |
| 30D | +0.9% | -12.8% | +13.7% | +5.0% |
| 3M | -13.4% | -17.0% | +3.6% | -9.2% |
| 6M | +11.7% | -37.4% | +49.1% | +36.2% |
| YTD | +73.2% | -41.6% | +114.8% | +115.6% |
| 1Y | +123.4% | -44.6% | +168.0% | +186.5% |
| All | +123.4% | -43.1% | +166.5% | +186.5% |
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