+0.2%
WM vs PNR
-47.3%
+47.5%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.7% |
| 7D | -3.1% | -5.5% | +2.3% | -2.7% |
| 30D | -5.3% | -15.6% | +10.2% | -4.1% |
| 3M | -4.2% | -20.2% | +16.0% | -2.9% |
| 6M | -8.1% | -36.6% | +28.6% | -5.9% |
| YTD | -1.4% | -45.0% | +43.5% | +1.6% |
| 1Y | +0.2% | -47.4% | +47.7% | +4.0% |
| All | +0.2% | -47.3% | +47.5% | +4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling