+566.9%
VTRS vs PNR
+3,426.6%
-2,859.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | -2.2% | -6.0% | +3.8% | -0.4% |
| 30D | +3.3% | -14.0% | +17.3% | +7.8% |
| 3M | +2.0% | -21.7% | +23.7% | +8.5% |
| 6M | +19.9% | -37.3% | +57.2% | +35.9% |
| YTD | +35.7% | -45.1% | +80.9% | +59.6% |
| 1Y | +68.1% | -49.1% | +117.2% | +102.0% |
| 3Y | +87.1% | -14.8% | +101.9% | +91.3% |
| 5Y | +47.6% | -21.0% | +68.7% | +52.0% |
| 10Y | -48.2% | +64.7% | -112.9% | -57.4% |
| All | +566.9% | +3,426.6% | -2,859.7% | +203.3% |
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