+34.0%
VSH vs PNR
-13.0%
+47.1%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.6% | +1.9% |
| 7D | +3.5% | -3.9% | +7.4% | +6.2% |
| 30D | -4.4% | -13.8% | +9.4% | +5.1% |
| 3M | -45.8% | -22.5% | -23.3% | -37.0% |
| 6M | +90.1% | -37.2% | +127.3% | +160.3% |
| YTD | +120.3% | -44.2% | +164.5% | +230.5% |
| 1Y | +112.2% | -46.6% | +158.9% | +233.4% |
| All | +34.0% | -13.0% | +47.1% | +46.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling