+2.2%
SW vs PBR
+70.4%
-68.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.2% | +0.8% |
| 7D | -5.1% | +8.6% | -13.7% | -3.3% |
| 30D | -4.6% | +12.8% | -17.4% | -1.9% |
| 3M | +9.4% | +14.7% | -5.3% | +13.3% |
| 6M | +3.5% | +25.2% | -21.7% | +3.9% |
| YTD | +22.0% | +77.1% | -55.1% | +14.3% |
| 1Y | +2.2% | +69.6% | -67.4% | -4.7% |
| All | +2.2% | +70.4% | -68.2% | -4.7% |
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