+1,179.1%
VST vs PNR
+98.8%
+1,080.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.5% |
| 7D | +19.2% | -2.3% | +21.5% | +20.3% |
| 30D | -17.2% | +29.3% | -46.4% | -26.8% |
| 3M | -8.1% | +4.1% | -12.3% | -10.8% |
| 6M | -8.1% | -8.6% | +0.5% | -6.7% |
| YTD | -16.3% | -33.6% | +17.3% | -1.7% |
| 1Y | -24.1% | -36.4% | +12.3% | -9.3% |
| 3Y | +300.2% | +15.1% | +285.1% | +272.0% |
| 5Y | +645.9% | -3.8% | +649.7% | +626.4% |
| All | +1,179.1% | +98.8% | +1,080.4% | +761.2% |
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