+28.1%
SW vs PBR
+74.7%
-46.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -7.0% | +11.0% | +2.4% |
| 7D | +12.1% | -11.0% | +23.0% | +9.1% |
| 30D | +6.6% | -18.8% | +25.3% | +2.1% |
| 3M | -6.0% | +7.8% | -13.8% | -2.0% |
| 6M | +21.5% | -7.6% | +29.1% | +25.7% |
| YTD | +20.3% | +72.7% | -52.3% | +20.1% |
| 1Y | +28.1% | +72.9% | -44.8% | +27.5% |
| All | +28.1% | +74.7% | -46.6% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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