+24.3%
SW vs PNR
-35.8%
+60.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.2% | -2.0% |
| 7D | -3.9% | +0.3% | -4.2% | -4.1% |
| 30D | +3.9% | +31.7% | -27.8% | -10.3% |
| 3M | -14.6% | +2.6% | -17.2% | -15.0% |
| 6M | +6.9% | -6.4% | +13.3% | +9.7% |
| YTD | +12.8% | -33.4% | +46.2% | +41.9% |
| 1Y | +24.3% | -35.1% | +59.4% | +60.8% |
| All | +24.3% | -35.8% | +60.1% | +60.8% |
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