+33.4%
WEC vs PNR
-21.7%
+55.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.2% | 0.0% |
| 7D | -0.6% | -6.0% | +5.5% | +0.3% |
| 30D | -2.6% | -14.0% | +11.4% | -0.4% |
| 3M | -6.0% | -21.7% | +15.7% | -2.8% |
| 6M | -5.4% | -37.3% | +31.9% | +1.0% |
| YTD | +2.5% | -45.1% | +47.6% | +11.6% |
| 1Y | -0.7% | -49.1% | +48.4% | +9.4% |
| 3Y | +38.7% | -14.8% | +53.6% | +36.0% |
| All | +33.4% | -21.7% | +55.1% | +22.5% |
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