+62.8%
PNR vs WU
-39.1%
+101.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.8% | -0.5% |
| 7D | -6.0% | -3.5% | -2.5% | -4.6% |
| 30D | -14.0% | -2.9% | -11.0% | -13.0% |
| 3M | -21.7% | -2.3% | -19.4% | -22.6% |
| 6M | -37.3% | -25.4% | -11.9% | -30.3% |
| YTD | -45.1% | -21.2% | -23.9% | -40.7% |
| 1Y | -49.1% | -8.9% | -40.3% | -49.0% |
| 3Y | -14.8% | -29.0% | +14.1% | -6.6% |
| 5Y | -21.0% | -50.7% | +29.7% | +1.2% |
| All | +62.8% | -39.1% | +101.9% | +90.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 10y: compounded portfolio wealth divided by compounded WU 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…
10y analysis · Full analysis span regression · 6 months rolling