+1,232.7%
VST vs PNR
+60.8%
+1,171.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | +0.4% |
| 7D | +5.3% | -3.9% | +9.2% | +7.2% |
| 30D | +5.8% | -13.8% | +19.6% | +12.8% |
| 3M | +3.5% | -22.5% | +26.0% | +14.3% |
| 6M | -7.4% | -37.2% | +29.8% | +12.5% |
| YTD | -6.1% | -44.2% | +38.1% | +20.3% |
| 1Y | -21.6% | -46.6% | +25.0% | +2.2% |
| 3Y | +357.2% | -12.5% | +369.7% | +382.3% |
| 5Y | +777.0% | -19.3% | +796.4% | +831.2% |
| All | +1,232.7% | +60.8% | +1,171.9% | +867.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling