+1,250.4%
VUG vs PNR
+487.6%
+762.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | -0.1% | -2.4% | +2.3% | +0.9% |
| 30D | -0.3% | -12.8% | +12.4% | +5.4% |
| 3M | -0.7% | -17.0% | +16.3% | +6.0% |
| 6M | +14.6% | -37.4% | +52.0% | +37.3% |
| YTD | +9.0% | -41.6% | +50.6% | +33.8% |
| 1Y | +14.9% | -44.6% | +59.5% | +44.0% |
| 3Y | +86.0% | -12.1% | +98.2% | +87.2% |
| 5Y | +76.7% | -17.4% | +94.1% | +79.4% |
| 10Y | +411.3% | +64.0% | +347.3% | +267.2% |
| All | +1,250.4% | +487.6% | +762.9% | +469.7% |
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