-3.7%
WAT vs PNR
-20.0%
+16.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.3% | +1.4% |
| 7D | -1.8% | -3.9% | +2.1% | +0.1% |
| 30D | -1.7% | -13.8% | +12.1% | +5.7% |
| 3M | +9.1% | -22.5% | +31.6% | +22.2% |
| 6M | +32.4% | -37.2% | +69.6% | +64.6% |
| YTD | +6.6% | -44.2% | +50.8% | +40.3% |
| 1Y | +34.7% | -46.6% | +81.4% | +81.8% |
| 3Y | +53.6% | -12.5% | +66.1% | +55.2% |
| All | -3.7% | -20.0% | +16.3% | -2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling