+81.7%
VRT vs PNR
-47.3%
+129.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.4% | -4.2% | -5.2% |
| 7D | -7.7% | -5.5% | -2.2% | -6.1% |
| 30D | -12.0% | -15.6% | +3.6% | -7.5% |
| 3M | -11.7% | -20.2% | +8.5% | -6.7% |
| 6M | -8.1% | -36.6% | +28.5% | +10.8% |
| YTD | +53.2% | -45.0% | +98.2% | +94.7% |
| 1Y | +81.7% | -47.4% | +129.1% | +136.8% |
| All | +81.7% | -47.3% | +129.0% | +136.8% |
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