+98.5%
PNR vs SWK
+18.1%
+80.4%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | +0.3% | -1.4% | +1.6% | +1.0% |
| 30D | +31.7% | +25.5% | +6.3% | +15.9% |
| 3M | +2.6% | +11.8% | -9.1% | -3.9% |
| 6M | -6.4% | +48.7% | -55.1% | -25.8% |
| YTD | -33.4% | +57.2% | -90.6% | -49.4% |
| 1Y | -35.1% | +75.3% | -110.3% | -53.7% |
| 3Y | +17.1% | +51.9% | -34.9% | -14.8% |
| 5Y | -3.5% | -30.7% | +27.2% | +7.4% |
| All | +98.5% | +18.1% | +80.4% | +34.9% |
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