+262.4%
VST vs PNR
+14.7%
+247.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -2.4% | +12.9% | +11.6% |
| 7D | -9.8% | +2.8% | -12.6% | -11.6% |
| 30D | -25.1% | +31.2% | -56.3% | -35.7% |
| 3M | -11.6% | -2.1% | -9.5% | -11.2% |
| 6M | -20.9% | -14.0% | -7.0% | -15.2% |
| YTD | -22.3% | -33.6% | +11.3% | -1.5% |
| 1Y | -32.0% | -35.2% | +3.2% | -12.6% |
| 3Y | +262.4% | +15.8% | +246.6% | +266.2% |
| All | +262.4% | +14.7% | +247.6% | +266.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling