+73.1%
VSH vs PNR
-21.7%
+94.8%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.3% | +6.4% | +6.3% |
| 7D | +4.8% | -6.0% | +10.8% | +8.9% |
| 30D | -0.7% | -14.0% | +13.3% | +8.7% |
| 3M | -43.1% | -21.7% | -21.4% | -35.2% |
| 6M | +91.8% | -37.3% | +129.1% | +154.0% |
| YTD | +131.6% | -45.1% | +176.8% | +234.7% |
| 1Y | +118.1% | -49.1% | +167.2% | +234.7% |
| 3Y | +40.9% | -14.8% | +55.7% | +56.4% |
| All | +73.1% | -21.7% | +94.8% | +93.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling