+8,900.6%
WMT vs PNR
+3,485.2%
+5,415.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +0.1% |
| 7D | -0.2% | -3.9% | +3.6% | +0.4% |
| 30D | -5.8% | -13.8% | +8.0% | -3.4% |
| 3M | -10.8% | -22.5% | +11.8% | -7.0% |
| 6M | -14.3% | -37.2% | +22.8% | -7.6% |
| YTD | -4.4% | -44.2% | +39.8% | +5.0% |
| 1Y | +4.3% | -46.6% | +51.0% | +15.4% |
| 3Y | +100.1% | -12.5% | +112.6% | +100.5% |
| 5Y | +130.8% | -19.3% | +150.2% | +131.5% |
| 10Y | +433.7% | +67.5% | +366.2% | +355.5% |
| All | +8,900.6% | +3,485.2% | +5,415.4% | +4,194.1% |
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