+730.4%
SW vs PBR
+16.5%
+713.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.1% | +2.6% | -1.3% |
| 7D | +4.7% | -14.2% | +18.8% | +5.3% |
| 30D | +5.0% | -21.0% | +26.0% | +5.9% |
| 3M | -7.3% | +5.4% | -12.7% | -7.8% |
| 6M | +15.0% | -10.4% | +25.4% | +15.2% |
| YTD | +18.5% | +65.5% | -47.0% | +15.1% |
| 1Y | +27.1% | +61.6% | -34.4% | +23.6% |
| 3Y | +49.3% | +68.9% | -19.6% | +44.7% |
| 5Y | -1.6% | +504.5% | -506.1% | -9.4% |
| 10Y | +185.4% | +523.6% | -338.2% | +157.5% |
| All | +730.4% | +16.5% | +713.9% | +708.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling