+1,216.9%
VST vs PNR
+68.4%
+1,148.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.2% | +3.4% |
| 7D | +8.9% | -2.4% | +11.3% | +10.0% |
| 30D | +6.2% | -12.8% | +19.0% | +12.7% |
| 3M | -2.7% | -17.0% | +14.3% | +4.1% |
| 6M | -8.4% | -37.4% | +29.1% | +11.8% |
| YTD | -7.2% | -41.6% | +34.4% | +16.5% |
| 1Y | -20.9% | -44.6% | +23.7% | +1.5% |
| 3Y | +384.0% | -12.1% | +396.1% | +408.8% |
| 5Y | +757.1% | -17.4% | +774.5% | +800.8% |
| All | +1,216.9% | +68.4% | +1,148.5% | +837.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling