+228.3%
WAT vs PNR
+99.2%
+129.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.7% | -0.5% |
| 7D | +0.6% | +0.3% | +0.3% | +0.5% |
| 30D | +5.4% | +31.7% | -26.3% | -7.9% |
| 3M | +11.3% | +2.6% | +8.7% | +9.1% |
| 6M | +37.4% | -6.4% | +43.8% | +38.9% |
| YTD | +21.2% | -33.4% | +54.6% | +43.1% |
| 1Y | +21.3% | -35.1% | +56.4% | +45.1% |
| 3Y | +83.4% | +17.1% | +66.3% | +63.0% |
| 5Y | +29.0% | -3.5% | +32.5% | +22.0% |
| All | +228.3% | +99.2% | +129.1% | +112.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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