+49.3%
SW vs PNR
+17.5%
+31.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.6% | +0.2% |
| 7D | +4.7% | +6.0% | -1.3% | +1.2% |
| 30D | +5.0% | +32.4% | -27.4% | -11.4% |
| 3M | -7.3% | +1.6% | -8.9% | -8.4% |
| 6M | +15.0% | -9.5% | +24.5% | +20.6% |
| YTD | +18.5% | -32.0% | +50.5% | +48.0% |
| 1Y | +27.1% | -34.4% | +61.5% | +62.5% |
| All | +49.3% | +17.5% | +31.7% | +34.6% |
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 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