+52.6%
VXUS vs PNR
-21.1%
+73.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -0.9% |
| 7D | -1.9% | -5.5% | +3.6% | -0.3% |
| 30D | -0.7% | -15.6% | +14.8% | +4.2% |
| 3M | +4.9% | -20.2% | +25.1% | +11.1% |
| 6M | +9.7% | -36.6% | +46.3% | +24.5% |
| YTD | +15.0% | -45.0% | +60.0% | +36.0% |
| 1Y | +22.4% | -47.4% | +69.9% | +46.9% |
| 3Y | +72.2% | -13.7% | +85.9% | +71.0% |
| 5Y | +52.6% | -20.8% | +73.4% | +46.1% |
| All | +52.6% | -21.1% | +73.7% | +46.1% |
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 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