+35.0%
WAT vs PNR
-47.6%
+82.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +1.9% | +1.7% |
| 7D | -0.3% | -6.0% | +5.8% | +1.5% |
| 30D | -1.9% | -14.0% | +12.1% | +2.4% |
| 3M | +13.5% | -21.7% | +35.2% | +20.5% |
| 6M | +37.2% | -37.3% | +74.5% | +55.9% |
| YTD | +7.5% | -45.1% | +52.6% | +27.0% |
| 1Y | +35.0% | -49.1% | +84.1% | +69.0% |
| All | +35.0% | -47.6% | +82.6% | +69.0% |
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