+977.6%
VRT vs PNR
-21.7%
+999.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.3% | +3.9% | +3.8% |
| 7D | -8.4% | -6.0% | -2.3% | -3.8% |
| 30D | -10.9% | -14.0% | +3.1% | 0.0% |
| 3M | -13.7% | -21.7% | +8.0% | +1.1% |
| 6M | -4.1% | -37.3% | +33.1% | +35.6% |
| YTD | +58.7% | -45.1% | +103.9% | +149.1% |
| 1Y | +89.6% | -49.1% | +138.8% | +218.3% |
| 3Y | +558.1% | -14.8% | +573.0% | +586.3% |
| All | +977.6% | -21.7% | +999.2% | +953.8% |
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 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