-20.3%
PNR vs WU
-51.3%
+31.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.8% | -0.5% |
| 7D | -6.0% | -3.5% | -2.5% | -4.9% |
| 30D | -14.0% | -2.9% | -11.0% | -13.2% |
| 3M | -21.7% | -2.3% | -19.4% | -22.5% |
| 6M | -37.3% | -25.4% | -11.9% | -31.6% |
| YTD | -45.1% | -21.2% | -23.9% | -41.5% |
| 1Y | -49.1% | -8.9% | -40.3% | -49.0% |
| 3Y | -14.8% | -29.0% | +14.1% | -7.9% |
| All | -20.3% | -51.3% | +31.0% | -2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling