+1,188.5%
WDC vs PNR
+66.2%
+1,122.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -2.8% |
| 7D | -4.3% | -6.0% | +1.7% | -0.3% |
| 30D | -1.5% | -14.0% | +12.5% | +8.5% |
| 3M | -15.5% | -21.7% | +6.2% | -2.7% |
| 6M | +66.5% | -37.3% | +103.7% | +122.8% |
| YTD | +159.9% | -45.1% | +205.0% | +277.8% |
| 1Y | +366.0% | -49.1% | +415.1% | +613.6% |
| 3Y | +1,285.8% | -14.8% | +1,300.7% | +1,318.4% |
| 5Y | +925.6% | -21.0% | +946.6% | +983.0% |
| All | +1,188.5% | +66.2% | +1,122.4% | +666.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling