+349.1%
VT vs PNR
+312.3%
+36.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +1.3% |
| 7D | -2.3% | +2.8% | -5.1% | -3.7% |
| 30D | -5.0% | +31.2% | -36.1% | -16.7% |
| 3M | -4.9% | -2.1% | -2.8% | -4.9% |
| 6M | -1.5% | -14.0% | +12.4% | +3.1% |
| YTD | +8.5% | -33.6% | +42.1% | +27.0% |
| 1Y | +11.4% | -35.2% | +46.6% | +31.7% |
| 3Y | +70.1% | +15.8% | +54.3% | +48.0% |
| 5Y | +53.7% | -1.8% | +55.6% | +41.0% |
| 10Y | +220.0% | +117.0% | +103.0% | +81.9% |
| All | +349.1% | +312.3% | +36.8% | +49.5% |
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 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