+28.7%
SW vs PNR
-34.5%
+63.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.8% |
| 7D | +2.2% | -0.1% | +2.3% | +2.2% |
| 30D | +7.4% | +33.4% | -25.9% | -7.7% |
| 3M | -5.9% | +4.9% | -10.8% | -7.4% |
| 6M | +9.0% | -8.5% | +17.5% | +14.1% |
| YTD | +18.1% | -32.1% | +50.3% | +47.1% |
| 1Y | +28.7% | -35.0% | +63.6% | +66.6% |
| All | +28.7% | -34.5% | +63.2% | +66.6% |
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