-20.3%
PNR vs WTW
+42.0%
-62.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.3% | -0.3% |
| 7D | -6.0% | -5.7% | -0.3% | -4.0% |
| 30D | -14.0% | -7.3% | -6.7% | -11.6% |
| 3M | -21.7% | +21.5% | -43.2% | -27.3% |
| 6M | -37.3% | +9.6% | -46.9% | -39.9% |
| YTD | -45.1% | -3.3% | -41.8% | -45.1% |
| 1Y | -49.1% | -6.1% | -43.0% | -48.5% |
| 3Y | -14.8% | +61.8% | -76.7% | -35.7% |
| All | -20.3% | +42.0% | -62.3% | -38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling