-14.8%
PNR vs WCC
+130.1%
-144.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.7% | -4.0% | -1.4% |
| 7D | -6.0% | +1.5% | -7.6% | -6.5% |
| 30D | -14.0% | -2.1% | -11.8% | -13.7% |
| 3M | -21.7% | +3.8% | -25.5% | -23.4% |
| 6M | -37.3% | +35.0% | -72.2% | -44.2% |
| YTD | -45.1% | +46.4% | -91.5% | -52.8% |
| 1Y | -49.1% | +63.0% | -112.1% | -58.2% |
| 3Y | -14.8% | +133.9% | -148.8% | -44.8% |
| All | -14.8% | +130.1% | -144.9% | -44.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling