+4,167.9%
PNR vs WST
+14,947.6%
-10,779.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.6% |
| 7D | -2.3% | +4.9% | -7.2% | -3.8% |
| 30D | +29.3% | +10.7% | +18.6% | +25.3% |
| 3M | +4.1% | +16.8% | -12.7% | -0.9% |
| 6M | -8.6% | +32.0% | -40.6% | -16.4% |
| YTD | -33.6% | +49.9% | -83.5% | -41.9% |
| 1Y | -36.4% | +50.6% | -87.0% | -44.5% |
| 3Y | +15.1% | +21.4% | -6.3% | -1.3% |
| 5Y | -3.8% | -0.6% | -3.2% | -14.0% |
| 10Y | +99.7% | +449.4% | -349.7% | -2.1% |
| All | +4,167.9% | +14,947.6% | -10,779.7% | +836.0% |
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