+656.9%
PNR vs WTW
+1,102.0%
-445.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.3% | -0.3% |
| 7D | -6.0% | -5.7% | -0.3% | -3.7% |
| 30D | -14.0% | -7.3% | -6.7% | -11.4% |
| 3M | -21.7% | +21.5% | -43.2% | -27.9% |
| 6M | -37.3% | +9.6% | -46.9% | -40.2% |
| YTD | -45.1% | -3.3% | -41.8% | -45.5% |
| 1Y | -49.1% | -6.1% | -43.0% | -49.0% |
| 3Y | -14.8% | +61.8% | -76.7% | -33.0% |
| 5Y | -21.0% | +42.7% | -63.7% | -34.8% |
| 10Y | +64.7% | +197.2% | -132.5% | +0.1% |
| All | +656.9% | +1,102.0% | -445.1% | +288.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling