+183.3%
SW vs PBR
+493.6%
-310.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.3% |
| 7D | +1.8% | -13.3% | +15.1% | +2.9% |
| 30D | +7.0% | -27.5% | +34.5% | +9.4% |
| 3M | -7.6% | +5.2% | -12.8% | -8.5% |
| 6M | +8.5% | -6.4% | +14.9% | +8.4% |
| YTD | +17.7% | +61.6% | -43.9% | +11.1% |
| 1Y | +27.1% | +48.9% | -21.8% | +20.8% |
| 3Y | +48.2% | +70.0% | -21.8% | +39.0% |
| 5Y | -2.3% | +469.0% | -471.3% | -17.5% |
| 10Y | +183.3% | +471.6% | -288.3% | +132.0% |
| All | +183.3% | +493.6% | -310.3% | +132.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling