-14.8%
PNR vs WTW
+61.9%
-76.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.3% | -0.3% |
| 7D | -6.0% | -5.7% | -0.3% | -4.8% |
| 30D | -14.0% | -7.3% | -6.7% | -12.5% |
| 3M | -21.7% | +21.5% | -43.2% | -25.0% |
| 6M | -37.3% | +9.6% | -46.9% | -38.8% |
| YTD | -45.1% | -3.3% | -41.8% | -44.9% |
| 1Y | -49.1% | -6.1% | -43.0% | -48.4% |
| 3Y | -14.8% | +61.8% | -76.7% | -22.3% |
| All | -14.8% | +61.9% | -76.7% | -22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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