+3.6%
WBD vs PNR
-21.7%
+25.3%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.4% |
| 7D | -0.7% | -6.0% | +5.3% | +3.1% |
| 30D | +1.4% | -14.0% | +15.4% | +11.0% |
| 3M | +4.4% | -21.7% | +26.1% | +18.9% |
| 6M | +0.8% | -37.3% | +38.1% | +31.7% |
| YTD | -2.7% | -45.1% | +42.4% | +38.1% |
| 1Y | +73.4% | -49.1% | +122.5% | +159.5% |
| 3Y | +142.1% | -14.8% | +157.0% | +141.7% |
| All | +3.6% | -21.7% | +25.3% | -10.0% |
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