+182.3%
SW vs PNR
+101.4%
+81.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -2.6% | -3.7% | +1.2% | -1.4% |
| 30D | +7.2% | +33.1% | -25.9% | -3.0% |
| 3M | -10.5% | +3.7% | -14.1% | -11.9% |
| 6M | +9.9% | -7.7% | +17.6% | +11.8% |
| YTD | +17.2% | -32.4% | +49.7% | +31.8% |
| 1Y | +26.5% | -35.0% | +61.5% | +43.9% |
| 3Y | +47.7% | +17.1% | +30.6% | +44.2% |
| 5Y | +0.2% | +0.1% | +0.1% | -1.3% |
| 10Y | +182.3% | +103.2% | +79.1% | +112.8% |
| All | +182.3% | +101.4% | +81.0% | +112.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling