+13,668.0%
GWW vs PNR
+3,485.2%
+10,182.8%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.1% |
| 7D | -0.5% | -3.9% | +3.4% | +0.9% |
| 30D | -1.4% | -13.8% | +12.4% | +3.8% |
| 3M | -3.6% | -22.5% | +18.9% | +4.4% |
| 6M | +15.1% | -37.2% | +52.3% | +33.8% |
| YTD | +27.5% | -44.2% | +71.7% | +53.9% |
| 1Y | +29.6% | -46.6% | +76.3% | +58.9% |
| 3Y | +90.1% | -12.5% | +102.6% | +92.5% |
| 5Y | +222.6% | -19.3% | +242.0% | +231.4% |
| 10Y | +566.5% | +67.5% | +499.0% | +422.9% |
| All | +13,668.0% | +3,485.2% | +10,182.8% | +5,723.8% |
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 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