-44.6%
PNR vs WCC
+61.8%
-106.4%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.9% | -3.6% | -0.5% |
| 7D | -2.4% | +4.5% | -6.8% | -3.3% |
| 30D | -12.8% | -5.8% | -7.0% | -11.8% |
| 3M | -17.0% | -3.7% | -13.3% | -16.4% |
| 6M | -37.4% | +23.1% | -60.5% | -41.5% |
| YTD | -41.6% | +44.2% | -85.8% | -47.5% |
| 1Y | -44.6% | +62.1% | -106.7% | -51.8% |
| All | -44.6% | +61.8% | -106.4% | -51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 1y: compounded portfolio wealth divided by compounded WCC 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…
1y analysis · Full analysis span regression · 6 months rolling