-34.9%
VST vs PNR
-31.2%
-3.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +3.3% | -17.1% | -14.2% |
| 7D | -15.7% | +11.9% | -27.6% | -17.3% |
| 30D | -17.0% | +37.1% | -54.1% | -21.7% |
| 3M | -15.9% | +5.7% | -21.6% | -16.2% |
| 6M | -25.0% | -5.7% | -19.3% | -22.7% |
| YTD | -25.1% | -29.8% | +4.7% | -13.9% |
| 1Y | -34.9% | -31.8% | -3.1% | -25.6% |
| All | -34.9% | -31.2% | -3.7% | -25.6% |
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