+75.8%
VT vs PNR
-11.9%
+87.7%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | +0.4% | -2.4% | +2.8% | +1.1% |
| 30D | +1.0% | -12.8% | +13.7% | +4.8% |
| 3M | +2.4% | -17.0% | +19.4% | +7.0% |
| 6M | +12.0% | -37.4% | +49.4% | +27.8% |
| YTD | +15.3% | -41.6% | +56.9% | +34.1% |
| 1Y | +22.6% | -44.6% | +67.2% | +45.1% |
| All | +75.8% | -11.9% | +87.7% | +75.4% |
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