+78.5%
VUG vs PNR
-21.7%
+100.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | -0.5% | -6.0% | +5.5% | +2.2% |
| 30D | -1.0% | -14.0% | +13.0% | +5.5% |
| 3M | +3.5% | -21.7% | +25.2% | +13.5% |
| 6M | +14.2% | -37.3% | +51.5% | +38.2% |
| YTD | +8.5% | -45.1% | +53.6% | +39.2% |
| 1Y | +12.9% | -49.1% | +62.0% | +50.3% |
| 3Y | +85.6% | -14.8% | +100.5% | +82.8% |
| All | +78.5% | -21.7% | +100.2% | +71.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling