-20.8%
PNR vs WCC
+211.6%
-232.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.9% | -0.3% |
| 7D | -5.5% | +1.7% | -7.1% | -6.1% |
| 30D | -15.6% | -6.1% | -9.5% | -14.1% |
| 3M | -20.2% | +3.1% | -23.3% | -21.9% |
| 6M | -36.6% | +28.2% | -64.8% | -43.0% |
| YTD | -45.0% | +41.1% | -86.1% | -52.4% |
| 1Y | -47.4% | +61.3% | -108.7% | -57.0% |
| 3Y | -13.7% | +123.6% | -137.3% | -40.9% |
| 5Y | -20.8% | +214.8% | -235.6% | -56.4% |
| All | -20.8% | +211.6% | -232.4% | -56.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling