-34.4%
PNR vs WETO
-99.3%
+64.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.5% | +0.4% | -3.2% |
| 7D | +6.0% | +4.4% | +1.5% | +6.0% |
| 30D | +32.4% | -17.8% | +50.2% | +32.3% |
| 3M | +1.6% | -83.1% | +84.6% | +1.6% |
| 6M | -9.5% | -98.3% | +88.8% | -10.3% |
| YTD | -32.0% | -99.0% | +67.0% | -32.5% |
| 1Y | -34.4% | -99.3% | +64.9% | -34.1% |
| All | -34.4% | -99.3% | +64.9% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 1y: compounded portfolio wealth divided by compounded WETO 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…
1y analysis · Full analysis span regression · 6 months rolling