+3,485.2%
PNR vs WY
+673.4%
+2,811.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.4% | -1.7% |
| 7D | -3.9% | -1.7% | -2.2% | -3.2% |
| 30D | -13.8% | -9.9% | -3.9% | -10.0% |
| 3M | -22.5% | -7.5% | -15.0% | -20.2% |
| 6M | -37.2% | -5.1% | -32.0% | -35.9% |
| YTD | -44.2% | -2.1% | -42.1% | -44.1% |
| 1Y | -46.6% | -7.3% | -39.3% | -45.4% |
| 3Y | -12.5% | -22.6% | +10.1% | -4.1% |
| 5Y | -19.3% | -19.8% | +0.4% | -13.0% |
| 10Y | +67.5% | +9.6% | +57.9% | +51.1% |
| All | +3,485.2% | +673.4% | +2,811.8% | +1,862.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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