+21.3%
WAT vs PNR
-35.8%
+57.1%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -1.4% |
| 3M | +11.3% | +2.6% | +8.7% | +11.0% |
| 6M | +37.4% | -6.4% | +43.8% | +39.1% |
| YTD | +21.2% | -33.4% | +54.6% | +33.4% |
| 1Y | +21.3% | -35.1% | +56.4% | +35.7% |
| All | +21.3% | -35.8% | +57.1% | +35.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling