+27.1%
SW vs PBR
+57.8%
-30.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -1.3% |
| 7D | +2.3% | -16.0% | +18.3% | -1.7% |
| 30D | +6.8% | -22.8% | +29.5% | +1.2% |
| 3M | -5.2% | +3.0% | -8.2% | -2.2% |
| 6M | +7.4% | -8.1% | +15.5% | +10.3% |
| YTD | +17.4% | +63.1% | -45.7% | +15.0% |
| 1Y | +27.1% | +59.3% | -32.2% | +24.6% |
| All | +27.1% | +57.8% | -30.7% | +24.6% |
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