+414.3%
VUG vs PNR
+66.2%
+348.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | -0.5% | -6.0% | +5.5% | +2.1% |
| 30D | -1.0% | -14.0% | +13.0% | +5.4% |
| 3M | +3.5% | -21.7% | +25.2% | +13.4% |
| 6M | +14.2% | -37.3% | +51.5% | +37.2% |
| YTD | +8.5% | -45.1% | +53.6% | +37.6% |
| 1Y | +12.9% | -49.1% | +62.0% | +48.0% |
| 3Y | +85.6% | -14.8% | +100.5% | +87.7% |
| 5Y | +78.1% | -21.0% | +99.1% | +80.1% |
| All | +414.3% | +66.2% | +348.2% | +265.1% |
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