+4,261.2%
PNR vs WST
+14,983.8%
-10,722.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -0.1% | +1.4% | -1.5% | -0.6% |
| 30D | +33.4% | +12.7% | +20.6% | +28.5% |
| 3M | +4.9% | +17.2% | -12.3% | -0.3% |
| 6M | -8.5% | +26.7% | -35.2% | -15.3% |
| YTD | -32.1% | +50.3% | -82.4% | -40.7% |
| 1Y | -35.0% | +50.2% | -85.2% | -43.2% |
| 3Y | +17.6% | +21.7% | -4.1% | +0.8% |
| 5Y | +0.9% | +2.0% | -1.2% | -10.6% |
| 10Y | +101.4% | +451.1% | -349.7% | -1.4% |
| All | +4,261.2% | +14,983.8% | -10,722.6% | +855.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling