-28.5%
VST vs PNR
-34.0%
+5.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +3.1% | +4.3% | +6.9% |
| 7D | -0.5% | -0.5% | 0.0% | -0.5% |
| 30D | -17.1% | +34.4% | -51.5% | -21.5% |
| 3M | -4.6% | +2.4% | -7.0% | -4.5% |
| 6M | -9.1% | -7.8% | -1.3% | -6.3% |
| YTD | -16.6% | -31.6% | +15.0% | -4.2% |
| All | -28.5% | -34.0% | +5.5% | -19.1% |
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 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