+222.5%
VT vs PNR
+65.3%
+157.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | +0.4% | -2.4% | +2.8% | +1.4% |
| 30D | +1.0% | -12.8% | +13.7% | +6.3% |
| 3M | +2.4% | -17.0% | +19.4% | +8.8% |
| 6M | +12.0% | -37.4% | +49.4% | +32.8% |
| YTD | +15.3% | -41.6% | +56.9% | +40.0% |
| 1Y | +22.6% | -44.6% | +67.2% | +51.9% |
| 3Y | +74.7% | -12.1% | +86.8% | +74.2% |
| 5Y | +66.1% | -17.4% | +83.5% | +65.4% |
| All | +222.5% | +65.3% | +157.3% | +125.5% |
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