+358.2%
PNR vs WU
-22.3%
+380.4%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.5% |
| 7D | -3.9% | -4.9% | +1.1% | -1.8% |
| 30D | -13.8% | -1.3% | -12.5% | -13.4% |
| 3M | -22.5% | -3.6% | -19.0% | -22.9% |
| 6M | -37.2% | -24.3% | -12.8% | -30.7% |
| YTD | -44.2% | -21.1% | -23.1% | -39.7% |
| 1Y | -46.6% | -10.3% | -36.3% | -46.0% |
| 3Y | -12.5% | -28.4% | +15.9% | -4.5% |
| 5Y | -19.3% | -51.2% | +31.9% | +1.9% |
| 10Y | +67.5% | -39.6% | +107.1% | +88.0% |
| All | +358.2% | -22.3% | +380.4% | +314.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling