+135.9%
WMT vs PNR
-21.7%
+157.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | 0.0% | -6.0% | +6.0% | +1.1% |
| 30D | -7.4% | -14.0% | +6.6% | -5.0% |
| 3M | -10.9% | -21.7% | +10.8% | -7.5% |
| 6M | -12.7% | -37.3% | +24.6% | -6.0% |
| YTD | -3.2% | -45.1% | +41.9% | +6.5% |
| 1Y | +5.3% | -49.1% | +54.4% | +17.5% |
| 3Y | +101.9% | -14.8% | +116.7% | +101.3% |
| All | +135.9% | -21.7% | +157.6% | +127.8% |
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 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