+580.4%
PNR vs WCN
+6,686.9%
-6,106.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.5% |
| 7D | -3.9% | -1.7% | -2.1% | -3.4% |
| 30D | -13.8% | -3.0% | -10.8% | -13.0% |
| 3M | -22.5% | +2.5% | -25.1% | -23.2% |
| 6M | -37.2% | -5.7% | -31.5% | -36.3% |
| YTD | -44.2% | -7.4% | -36.8% | -43.2% |
| 1Y | -46.6% | -8.6% | -38.0% | -45.5% |
| 3Y | -12.5% | +19.4% | -31.9% | -17.9% |
| 5Y | -19.3% | +27.2% | -46.6% | -25.8% |
| 10Y | +67.5% | +238.5% | -171.1% | +19.5% |
| All | +580.4% | +6,686.9% | -6,106.5% | +207.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling