+26,336.4%
WM vs PNR
+3,652.8%
+22,683.5%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | -0.3% | -2.4% | +2.1% | +0.3% |
| 30D | -2.4% | -12.8% | +10.4% | +0.8% |
| 3M | +0.4% | -17.0% | +17.4% | +4.4% |
| 6M | -9.5% | -37.4% | +27.9% | +0.3% |
| YTD | +0.5% | -41.6% | +42.1% | +12.8% |
| 1Y | -1.1% | -44.6% | +43.5% | +12.3% |
| 3Y | +46.0% | -12.1% | +58.2% | +45.1% |
| 5Y | +51.8% | -17.4% | +69.2% | +50.4% |
| 10Y | +307.5% | +64.0% | +243.5% | +228.6% |
| All | +26,336.4% | +3,652.8% | +22,683.5% | +14,248.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling