+188.7%
PNR vs WPM
+6,037.2%
-5,848.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -2.9% | -2.0% |
| 7D | -3.9% | +3.9% | -7.8% | -4.4% |
| 30D | -13.8% | +17.7% | -31.5% | -16.0% |
| 3M | -22.5% | +39.4% | -62.0% | -26.6% |
| 6M | -37.2% | +6.4% | -43.6% | -38.2% |
| YTD | -44.2% | +34.0% | -78.2% | -47.3% |
| 1Y | -46.6% | +50.5% | -97.2% | -50.6% |
| 3Y | -12.5% | +280.3% | -292.8% | -30.4% |
| 5Y | -19.3% | +266.3% | -285.7% | -36.3% |
| 10Y | +67.5% | +550.8% | -483.3% | +15.7% |
| All | +188.7% | +6,037.2% | -5,848.5% | +39.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling