+112.0%
VSH vs PNR
-43.1%
+155.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.3% | +4.1% | +4.3% |
| 7D | +4.1% | -2.4% | +6.4% | +4.9% |
| 30D | -4.2% | -12.8% | +8.6% | +0.3% |
| 3M | -50.0% | -17.0% | -33.0% | -46.5% |
| 6M | +80.2% | -37.4% | +117.6% | +129.5% |
| YTD | +121.1% | -41.6% | +162.7% | +191.1% |
| 1Y | +112.0% | -44.6% | +156.6% | +202.9% |
| All | +112.0% | -43.1% | +155.1% | +202.9% |
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