+25.6%
SW vs PNR
-35.8%
+61.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | -2.9% | +0.3% | -3.2% | -3.1% |
| 30D | +5.0% | +31.7% | -26.7% | -9.3% |
| 3M | -13.7% | +2.6% | -16.3% | -14.1% |
| 6M | +8.0% | -6.4% | +14.4% | +10.9% |
| YTD | +14.0% | -33.4% | +47.4% | +43.4% |
| 1Y | +25.6% | -35.1% | +60.7% | +62.5% |
| All | +25.6% | -35.8% | +61.4% | +62.5% |
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