+98.1%
PNR vs WST
+449.7%
-351.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.6% |
| 7D | -2.3% | +4.9% | -7.2% | -3.6% |
| 30D | +29.3% | +10.7% | +18.6% | +25.7% |
| 3M | +4.1% | +16.8% | -12.7% | -0.4% |
| 6M | -8.6% | +32.0% | -40.6% | -15.8% |
| YTD | -33.6% | +49.9% | -83.5% | -41.3% |
| 1Y | -36.4% | +50.6% | -87.0% | -43.8% |
| 3Y | +15.1% | +21.4% | -6.3% | -0.2% |
| 5Y | -3.8% | -0.6% | -3.2% | -13.6% |
| All | +98.1% | +449.7% | -351.6% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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