+83.4%
WAT vs PNR
+15.8%
+67.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -6.9% |
| 3M | +11.3% | +2.6% | +8.7% | +9.9% |
| 6M | +37.4% | -6.4% | +43.8% | +39.6% |
| YTD | +21.2% | -33.4% | +54.6% | +45.6% |
| 1Y | +21.3% | -35.1% | +56.4% | +47.9% |
| 3Y | +83.4% | +17.1% | +66.3% | +55.8% |
| All | +83.4% | +15.8% | +67.5% | +55.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling