+330.3%
WM vs PNR
+99.2%
+231.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | +3.2% | +0.3% | +2.9% | +3.1% |
| 30D | +13.0% | +31.7% | -18.7% | +5.7% |
| 3M | +9.2% | +2.6% | +6.6% | +8.2% |
| 6M | +13.6% | -6.4% | +20.0% | +14.3% |
| YTD | +12.4% | -33.4% | +45.8% | +22.0% |
| 1Y | +21.2% | -35.1% | +56.3% | +32.4% |
| 3Y | +48.7% | +17.1% | +31.6% | +35.0% |
| 5Y | +61.9% | -3.5% | +65.4% | +53.1% |
| All | +330.3% | +99.2% | +231.1% | +208.9% |
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