-14.8%
PNR vs WSM
+230.1%
-244.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -11.9% |
| 3M | -21.7% | +3.8% | -25.5% | -22.6% |
| 6M | -37.3% | +22.7% | -59.9% | -41.1% |
| YTD | -45.1% | +28.0% | -73.1% | -49.2% |
| 1Y | -49.1% | +12.7% | -61.9% | -51.4% |
| 3Y | -14.8% | +231.3% | -246.1% | -39.0% |
| All | -14.8% | +230.1% | -244.9% | -39.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling