-2.4%
PNR vs SWK
-25.5%
+23.1%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.2% |
| 7D | +2.8% | +11.0% | -8.2% | -2.8% |
| 30D | +31.2% | +30.1% | +1.1% | +14.5% |
| 3M | -2.1% | +14.7% | -16.7% | -9.0% |
| 6M | -14.0% | +44.5% | -58.5% | -29.4% |
| YTD | -33.6% | +59.4% | -93.0% | -48.8% |
| 1Y | -35.2% | +77.5% | -112.7% | -52.8% |
| 3Y | +15.8% | +49.5% | -33.6% | -12.9% |
| All | -2.4% | -25.5% | +23.1% | +1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling