+47.9%
SW vs PNR
+14.7%
+33.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.4% | +0.4% |
| 7D | +2.3% | +2.8% | -0.5% | +0.6% |
| 30D | +6.8% | +31.2% | -24.4% | -9.5% |
| 3M | -5.2% | -2.1% | -3.1% | -4.2% |
| 6M | +7.4% | -14.0% | +21.4% | +16.1% |
| YTD | +17.4% | -33.6% | +51.0% | +48.6% |
| 1Y | +27.1% | -35.2% | +62.3% | +63.3% |
| 3Y | +47.9% | +15.8% | +32.0% | +35.1% |
| All | +47.9% | +14.7% | +33.1% | +35.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling