+192.7%
VSH vs PNR
+66.2%
+126.6%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.3% | +6.4% | +6.3% |
| 7D | +4.8% | -6.0% | +10.8% | +9.3% |
| 30D | -0.7% | -14.0% | +13.3% | +9.6% |
| 3M | -43.1% | -21.7% | -21.4% | -34.6% |
| 6M | +91.8% | -37.3% | +129.1% | +157.0% |
| YTD | +131.6% | -45.1% | +176.8% | +239.0% |
| 1Y | +118.1% | -49.1% | +167.2% | +239.0% |
| 3Y | +40.9% | -14.8% | +55.7% | +53.2% |
| 5Y | +75.8% | -21.0% | +96.8% | +97.0% |
| All | +192.7% | +66.2% | +126.6% | +88.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling