-14.8%
PNR vs WCN
+18.4%
-33.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -6.0% | -3.1% | -2.9% | -5.1% |
| 30D | -14.0% | -3.4% | -10.6% | -13.0% |
| 3M | -21.7% | +3.0% | -24.7% | -22.3% |
| 6M | -37.3% | -3.8% | -33.5% | -36.6% |
| YTD | -45.1% | -8.3% | -36.8% | -43.8% |
| 1Y | -49.1% | -9.7% | -39.4% | -47.6% |
| 3Y | -14.8% | +17.2% | -32.0% | -20.1% |
| All | -14.8% | +18.4% | -33.2% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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