-10.8%
PNR vs WST
-15.5%
+4.7%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -2.0% | -2.5% |
| 7D | -3.0% | -0.3% | -2.8% | -3.0% |
| 30D | -14.9% | -4.6% | -10.3% | -14.3% |
| 3M | -19.0% | +5.7% | -24.7% | -19.8% |
| 6M | -35.9% | +37.6% | -73.5% | -39.1% |
| YTD | -43.1% | +23.0% | -66.2% | -45.2% |
| 1Y | -46.4% | +33.8% | -80.2% | -49.0% |
| 3Y | -10.8% | -13.4% | +2.5% | -11.3% |
| All | -10.8% | -15.5% | +4.7% | -11.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling