+62.8%
PNR vs WWD
+498.2%
-435.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.6% | -0.8% |
| 7D | -6.0% | -2.6% | -3.4% | -4.9% |
| 30D | -14.0% | -6.9% | -7.0% | -11.4% |
| 3M | -21.7% | -13.0% | -8.6% | -17.6% |
| 6M | -37.3% | -12.5% | -24.8% | -34.6% |
| YTD | -45.1% | +11.8% | -57.0% | -49.6% |
| 1Y | -49.1% | +41.1% | -90.2% | -58.4% |
| 3Y | -14.8% | +163.1% | -177.9% | -49.7% |
| 5Y | -21.0% | +187.6% | -208.6% | -56.5% |
| All | +62.8% | +498.2% | -435.4% | -41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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