+2,723.0%
VRT vs PNR
+57.8%
+2,665.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.3% | +4.0% | +4.1% |
| 7D | +9.1% | -2.4% | +11.5% | +10.8% |
| 30D | +0.9% | -12.8% | +13.7% | +9.8% |
| 3M | -13.4% | -17.0% | +3.6% | -4.9% |
| 6M | +11.7% | -37.4% | +49.1% | +48.3% |
| YTD | +73.2% | -41.6% | +114.8% | +139.0% |
| 1Y | +123.4% | -44.6% | +168.0% | +219.0% |
| 3Y | +606.2% | -12.1% | +618.3% | +648.2% |
| 5Y | +899.9% | -17.4% | +917.3% | +948.1% |
| All | +2,723.0% | +57.8% | +2,665.2% | +1,783.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling