+302.9%
WM vs PNR
+62.2%
+240.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.1% | +0.1% |
| 7D | -0.9% | -3.0% | +2.1% | -0.2% |
| 30D | -4.3% | -14.9% | +10.6% | -0.7% |
| 3M | +0.8% | -19.0% | +19.8% | +5.3% |
| 6M | -10.8% | -35.9% | +25.2% | -1.7% |
| YTD | -0.1% | -43.1% | +43.1% | +13.0% |
| 1Y | +1.0% | -46.4% | +47.4% | +15.7% |
| 3Y | +45.1% | -10.8% | +55.9% | +41.6% |
| 5Y | +52.1% | -18.9% | +71.0% | +50.4% |
| 10Y | +302.9% | +64.4% | +238.5% | +202.8% |
| All | +302.9% | +62.2% | +240.7% | +202.8% |
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