+957.1%
WDC vs PNR
-21.1%
+978.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.4% | -3.1% | -3.6% |
| 7D | +4.4% | -5.5% | +9.9% | +7.8% |
| 30D | +5.3% | -15.6% | +20.9% | +15.5% |
| 3M | -5.9% | -20.2% | +14.3% | +5.2% |
| 6M | +73.2% | -36.6% | +109.9% | +122.9% |
| YTD | +167.8% | -45.0% | +212.8% | +272.9% |
| 1Y | +386.0% | -47.4% | +433.4% | +595.5% |
| 3Y | +1,309.7% | -13.7% | +1,323.4% | +1,329.1% |
| 5Y | +957.1% | -20.8% | +977.9% | +916.6% |
| All | +957.1% | -21.1% | +978.2% | +916.6% |
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 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