-44.9%
PNR vs SWK
+28.2%
-73.1%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.1% |
| 7D | -2.4% | -0.4% | -1.9% | -2.2% |
| 30D | -12.8% | -5.7% | -7.0% | -10.6% |
| 3M | -17.0% | +24.1% | -41.1% | -24.5% |
| 6M | -37.4% | +24.7% | -62.1% | -43.6% |
| YTD | -41.6% | +33.9% | -75.6% | -49.0% |
| All | -44.9% | +28.2% | -73.1% | -50.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling