+118.1%
VSH vs PNR
-47.6%
+165.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.3% | +6.4% | +6.2% |
| 7D | +4.8% | -6.0% | +10.8% | +6.9% |
| 30D | -0.7% | -14.0% | +13.3% | +4.2% |
| 3M | -43.1% | -21.7% | -21.4% | -38.1% |
| 6M | +91.8% | -37.3% | +129.1% | +138.6% |
| YTD | +131.6% | -45.1% | +176.8% | +211.1% |
| 1Y | +118.1% | -49.1% | +167.2% | +232.7% |
| All | +118.1% | -47.6% | +165.7% | +232.7% |
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