+3,435.9%
PNR vs WSM
+34,191.7%
-30,755.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -1.0% |
| 7D | -5.5% | +0.4% | -5.9% | -5.6% |
| 30D | -15.6% | -10.7% | -4.9% | -13.7% |
| 3M | -20.2% | +8.5% | -28.7% | -21.5% |
| 6M | -36.6% | +19.6% | -56.2% | -38.9% |
| YTD | -45.0% | +26.6% | -71.6% | -47.6% |
| 1Y | -47.4% | +12.0% | -59.4% | -48.8% |
| 3Y | -13.7% | +226.6% | -240.4% | -33.4% |
| 5Y | -20.8% | +174.1% | -194.9% | -37.9% |
| 10Y | +65.2% | +1,052.9% | -987.8% | -4.6% |
| All | +3,435.9% | +34,191.7% | -30,755.7% | +1,274.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling