+573.1%
VRT vs PNR
-13.0%
+586.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.9% | -7.7% | -8.4% |
| 7D | +2.4% | -3.9% | +6.3% | +5.1% |
| 30D | -2.7% | -13.8% | +11.1% | +6.8% |
| 3M | -9.2% | -22.5% | +13.4% | +4.8% |
| 6M | -0.5% | -37.2% | +36.6% | +35.1% |
| YTD | +62.3% | -44.2% | +106.6% | +139.9% |
| 1Y | +109.6% | -46.6% | +156.2% | +220.9% |
| All | +573.1% | -13.0% | +586.1% | +694.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling