+65.7%
PNR vs SWK
+3.3%
+62.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.2% |
| 7D | -2.4% | -0.4% | -1.9% | -2.2% |
| 30D | -12.8% | -5.7% | -7.0% | -10.0% |
| 3M | -17.0% | +24.1% | -41.1% | -26.9% |
| 6M | -37.4% | +24.7% | -62.1% | -45.4% |
| YTD | -41.6% | +33.9% | -75.6% | -51.4% |
| 1Y | -44.6% | +34.7% | -79.3% | -54.4% |
| 3Y | -12.1% | +15.3% | -27.4% | -25.1% |
| 5Y | -17.4% | -39.3% | +21.9% | -0.9% |
| All | +65.7% | +3.3% | +62.4% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 10y: compounded portfolio wealth divided by compounded SWK 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…
10y analysis · Full analysis span regression · 6 months rolling