-20.3%
PNR vs WWD
+184.1%
-204.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.6% | -0.8% |
| 7D | -6.0% | -2.6% | -3.4% | -5.1% |
| 30D | -14.0% | -6.9% | -7.0% | -11.8% |
| 3M | -21.7% | -13.0% | -8.6% | -18.3% |
| 6M | -37.3% | -12.5% | -24.8% | -35.1% |
| YTD | -45.1% | +11.8% | -57.0% | -49.1% |
| 1Y | -49.1% | +41.1% | -90.2% | -57.8% |
| 3Y | -14.8% | +163.1% | -177.9% | -48.5% |
| All | -20.3% | +184.1% | -204.4% | -56.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling