+113.2%
WDC vs PNR
-31.2%
+144.4%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +3.3% | -10.1% | -7.3% |
| 7D | -18.3% | +11.9% | -30.2% | -20.2% |
| 30D | -26.7% | +37.1% | -63.8% | -31.6% |
| 3M | -40.9% | +5.7% | -46.6% | -41.5% |
| 6M | -26.8% | -5.7% | -21.1% | -23.4% |
| YTD | +88.2% | -29.8% | +118.0% | +112.4% |
| 1Y | +113.2% | -31.8% | +145.0% | +140.1% |
| All | +113.2% | -31.2% | +144.4% | +140.1% |
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