+59.7%
WM vs PNR
-2.8%
+62.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.3% | -1.8% |
| 7D | +1.2% | +2.8% | -1.6% | +0.8% |
| 30D | +13.1% | +31.2% | -18.1% | +9.0% |
| 3M | +3.6% | -2.1% | +5.7% | +3.8% |
| 6M | +8.1% | -14.0% | +22.0% | +9.8% |
| YTD | +8.9% | -33.6% | +42.5% | +14.3% |
| 1Y | +20.3% | -35.2% | +55.5% | +26.7% |
| 3Y | +46.2% | +15.8% | +30.3% | +37.3% |
| All | +59.7% | -2.8% | +62.5% | +60.2% |
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