+1,630.0%
VSH vs PNR
+3,485.2%
-1,855.2%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.6% | +1.7% |
| 7D | +3.5% | -3.9% | +7.4% | +5.6% |
| 30D | -4.4% | -13.8% | +9.4% | +2.9% |
| 3M | -45.8% | -22.5% | -23.3% | -39.4% |
| 6M | +90.1% | -37.2% | +127.3% | +135.9% |
| YTD | +120.3% | -44.2% | +164.5% | +189.4% |
| 1Y | +112.2% | -46.6% | +158.9% | +186.4% |
| 3Y | +36.6% | -12.5% | +49.1% | +45.0% |
| 5Y | +67.0% | -19.3% | +86.4% | +81.6% |
| 10Y | +179.5% | +67.5% | +112.0% | +111.4% |
| All | +1,630.0% | +3,485.2% | -1,855.2% | +500.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling