-20.3%
PNR vs WCN
+24.9%
-45.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -6.0% | -3.1% | -2.9% | -4.8% |
| 30D | -14.0% | -3.4% | -10.6% | -12.7% |
| 3M | -21.7% | +3.0% | -24.7% | -22.7% |
| 6M | -37.3% | -3.8% | -33.5% | -36.5% |
| YTD | -45.1% | -8.3% | -36.8% | -43.4% |
| 1Y | -49.1% | -9.7% | -39.4% | -47.2% |
| 3Y | -14.8% | +17.2% | -32.0% | -24.1% |
| All | -20.3% | +24.9% | -45.2% | -33.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling