-38.1%
PNR vs WETO
-99.4%
+61.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.4% | +5.2% | -0.3% |
| 7D | -6.0% | -4.3% | -1.7% | -6.1% |
| 30D | -14.0% | -39.9% | +25.9% | -13.5% |
| 3M | -21.7% | -97.9% | +76.2% | -20.4% |
| 6M | -37.3% | -95.0% | +57.8% | -37.4% |
| YTD | -45.1% | -97.2% | +52.0% | -44.8% |
| 1Y | -49.1% | -98.9% | +49.8% | -48.1% |
| All | -38.1% | -99.4% | +61.3% | -35.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling