-44.6%
PNR vs WSM
+19.9%
-64.5%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | -0.5% |
| 7D | -2.4% | -3.3% | +0.9% | -1.0% |
| 30D | -12.8% | -8.4% | -4.4% | -9.6% |
| 3M | -17.0% | +9.7% | -26.6% | -20.3% |
| 6M | -37.4% | +16.7% | -54.1% | -41.8% |
| YTD | -41.6% | +28.7% | -70.3% | -47.6% |
| 1Y | -44.6% | +13.7% | -58.3% | -49.0% |
| All | -44.6% | +19.9% | -64.5% | -49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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