+491.7%
PNR vs WCC
+1,758.7%
-1,267.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.5% | -5.1% | -3.4% |
| 7D | -3.0% | +8.5% | -11.5% | -5.4% |
| 30D | -14.9% | -1.0% | -13.9% | -14.9% |
| 3M | -19.0% | +2.1% | -21.2% | -20.3% |
| 6M | -35.9% | +36.8% | -72.8% | -42.7% |
| YTD | -43.1% | +47.7% | -90.9% | -50.5% |
| 1Y | -46.4% | +66.5% | -112.9% | -55.3% |
| 3Y | -10.8% | +134.2% | -145.0% | -35.6% |
| 5Y | -18.9% | +231.6% | -250.5% | -49.1% |
| 10Y | +64.4% | +508.1% | -443.7% | -20.9% |
| All | +491.7% | +1,758.7% | -1,267.0% | +82.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling