-20.3%
PNR vs WPM
+263.6%
-283.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.3% | -0.6% |
| 7D | -6.0% | -0.6% | -5.5% | -6.0% |
| 30D | -14.0% | +14.4% | -28.4% | -16.1% |
| 3M | -21.7% | +37.0% | -58.7% | -26.2% |
| 6M | -37.3% | +4.1% | -41.4% | -38.3% |
| YTD | -45.1% | +31.7% | -76.9% | -48.6% |
| 1Y | -49.1% | +44.2% | -93.3% | -53.3% |
| 3Y | -14.8% | +265.5% | -280.3% | -38.1% |
| All | -20.3% | +263.6% | -283.9% | -46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling