+62.8%
PNR vs WSM
+1,071.8%
-1,008.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.6% |
| 7D | -6.0% | -0.5% | -5.5% | -5.9% |
| 30D | -14.0% | -7.7% | -6.3% | -11.8% |
| 3M | -21.7% | +3.8% | -25.5% | -22.7% |
| 6M | -37.3% | +22.7% | -59.9% | -41.3% |
| YTD | -45.1% | +28.0% | -73.1% | -49.5% |
| 1Y | -49.1% | +12.7% | -61.9% | -51.4% |
| 3Y | -14.8% | +231.3% | -246.1% | -44.8% |
| 5Y | -21.0% | +177.2% | -198.2% | -48.0% |
| All | +62.8% | +1,071.8% | -1,008.9% | -37.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling