+63.4%
VSH vs PNR
-31.2%
+94.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +3.3% | -8.4% | -5.9% |
| 7D | -13.6% | +11.9% | -25.5% | -16.5% |
| 30D | -30.4% | +37.1% | -67.5% | -36.7% |
| 3M | -33.3% | +5.7% | -39.0% | -34.8% |
| 6M | -15.1% | -5.7% | -9.4% | -12.5% |
| YTD | +80.2% | -29.8% | +110.0% | +114.4% |
| 1Y | +63.4% | -31.8% | +95.2% | +104.3% |
| All | +63.4% | -31.2% | +94.5% | +104.3% |
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 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