+2,397.0%
VRT vs PNR
+48.7%
+2,348.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.4% | -4.2% | -4.7% |
| 7D | -7.7% | -5.5% | -2.2% | -4.2% |
| 30D | -12.0% | -15.6% | +3.6% | -2.1% |
| 3M | -11.7% | -20.2% | +8.5% | -0.4% |
| 6M | -8.1% | -36.6% | +28.5% | +20.8% |
| YTD | +53.2% | -45.0% | +98.2% | +119.8% |
| 1Y | +81.7% | -47.4% | +129.1% | +168.4% |
| 3Y | +535.3% | -13.7% | +549.0% | +581.6% |
| 5Y | +916.4% | -20.8% | +937.2% | +998.7% |
| All | +2,397.0% | +48.7% | +2,348.3% | +1,631.6% |
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 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