+28.1%
SW vs PNR
-31.2%
+59.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.3% | +0.8% | +2.5% |
| 7D | +12.1% | +11.9% | +0.2% | +6.2% |
| 30D | +6.6% | +37.1% | -30.6% | -9.5% |
| 3M | -6.0% | +5.7% | -11.7% | -7.7% |
| 6M | +21.5% | -5.7% | +27.2% | +25.5% |
| YTD | +20.3% | -29.8% | +50.1% | +47.0% |
| 1Y | +28.1% | -31.8% | +59.9% | +59.8% |
| All | +28.1% | -31.2% | +59.3% | +59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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