+3,652.8%
PNR vs WST
+12,330.1%
-8,677.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.6% |
| 7D | -2.4% | +0.7% | -3.1% | -2.6% |
| 30D | -12.8% | -3.1% | -9.6% | -11.9% |
| 3M | -17.0% | +7.2% | -24.2% | -18.9% |
| 6M | -37.4% | +36.8% | -74.2% | -43.6% |
| YTD | -41.6% | +23.8% | -65.5% | -45.8% |
| 1Y | -44.6% | +37.8% | -82.4% | -50.5% |
| 3Y | -12.1% | -15.9% | +3.8% | -15.2% |
| 5Y | -17.4% | -25.8% | +8.4% | -19.0% |
| 10Y | +64.0% | +319.6% | -255.6% | -12.6% |
| All | +3,652.8% | +12,330.1% | -8,677.3% | +773.8% |
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