-49.1%
PNR vs WWD
+41.6%
-90.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.6% | -0.5% |
| 7D | -6.0% | -2.6% | -3.4% | -5.7% |
| 30D | -14.0% | -6.9% | -7.0% | -13.2% |
| 3M | -21.7% | -13.0% | -8.6% | -20.7% |
| 6M | -37.3% | -12.5% | -24.8% | -37.1% |
| YTD | -45.1% | +11.8% | -57.0% | -45.4% |
| 1Y | -49.1% | +41.1% | -90.2% | -52.8% |
| All | -49.1% | +41.6% | -90.7% | -52.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling