+228.7%
VTV vs PNR
+66.2%
+162.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | -1.1% | -6.0% | +4.9% | +1.3% |
| 30D | -1.0% | -14.0% | +12.9% | +4.7% |
| 3M | +4.6% | -21.7% | +26.3% | +13.8% |
| 6M | +13.5% | -37.3% | +50.8% | +34.0% |
| YTD | +18.5% | -45.1% | +63.6% | +46.9% |
| 1Y | +22.9% | -49.1% | +72.0% | +57.0% |
| 3Y | +67.8% | -14.8% | +82.7% | +68.5% |
| 5Y | +81.8% | -21.0% | +102.9% | +84.3% |
| All | +228.7% | +66.2% | +162.6% | +124.2% |
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 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