+5.2%
VUG vs PNR
-31.2%
+36.3%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.3% | -1.8% | +1.2% |
| 7D | -3.0% | +11.9% | -14.9% | -4.2% |
| 30D | -6.4% | +37.1% | -43.6% | -9.9% |
| 3M | -3.2% | +5.7% | -8.9% | -3.4% |
| 6M | +3.1% | -5.7% | +8.8% | +4.5% |
| YTD | +6.3% | -29.8% | +36.1% | +14.0% |
| 1Y | +5.2% | -31.8% | +37.0% | +14.3% |
| All | +5.2% | -31.2% | +36.3% | +14.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling