+182.7%
SW vs PNR
+113.6%
+69.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.4% | -0.2% |
| 7D | +2.3% | +2.8% | -0.5% | +1.3% |
| 30D | +6.8% | +31.2% | -24.4% | -2.8% |
| 3M | -5.2% | -2.1% | -3.1% | -4.9% |
| 6M | +7.4% | -14.0% | +21.4% | +11.9% |
| YTD | +17.4% | -33.6% | +51.0% | +32.7% |
| 1Y | +27.1% | -35.2% | +62.3% | +44.7% |
| 3Y | +47.9% | +15.8% | +32.0% | +45.1% |
| 5Y | -2.6% | -1.8% | -0.7% | -3.4% |
| All | +182.7% | +113.6% | +69.1% | +115.1% |
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