-15.0%
WMT vs PNR
-38.2%
+23.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | 0.0% |
| 7D | -2.5% | -5.5% | +3.0% | -2.0% |
| 30D | -6.4% | -15.6% | +9.1% | -5.1% |
| 3M | -12.1% | -20.2% | +8.1% | -10.8% |
| 6M | -15.0% | -36.6% | +21.7% | -12.3% |
| All | -15.0% | -38.2% | +23.2% | -12.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling