-44.6%
PNR vs WPM
+53.7%
-98.4%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.5% |
| 7D | -2.4% | +1.1% | -3.4% | -2.5% |
| 30D | -12.8% | +26.4% | -39.1% | -15.7% |
| 3M | -17.0% | +20.8% | -37.8% | -19.5% |
| 6M | -37.4% | +1.1% | -38.5% | -38.6% |
| YTD | -41.6% | +32.5% | -74.1% | -44.2% |
| 1Y | -44.6% | +51.5% | -96.2% | -48.1% |
| All | -44.6% | +53.7% | -98.4% | -48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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