+1,676.7%
PNR vs WWD
+15,097.2%
-13,420.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.0% | -0.6% | -1.9% |
| 7D | -3.0% | +0.8% | -3.8% | -3.3% |
| 30D | -14.9% | -6.4% | -8.5% | -13.0% |
| 3M | -19.0% | -5.6% | -13.4% | -18.0% |
| 6M | -35.9% | -9.1% | -26.8% | -34.5% |
| YTD | -43.1% | +12.5% | -55.7% | -46.7% |
| 1Y | -46.4% | +41.3% | -87.7% | -54.0% |
| 3Y | -10.8% | +170.2% | -181.1% | -40.1% |
| 5Y | -18.9% | +192.5% | -211.3% | -47.8% |
| 10Y | +64.4% | +476.9% | -412.5% | -20.0% |
| All | +1,676.7% | +15,097.2% | -13,420.5% | +319.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling