+755.0%
SW vs PNR
+258.7%
+496.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +0.9% | +1.2% |
| 7D | -5.1% | -2.4% | -2.7% | -4.7% |
| 30D | -4.6% | -12.8% | +8.2% | -2.1% |
| 3M | +9.4% | -17.0% | +26.4% | +13.0% |
| 6M | +3.5% | -37.4% | +40.9% | +12.5% |
| YTD | +22.0% | -41.6% | +63.6% | +34.3% |
| 1Y | +2.2% | -44.6% | +46.8% | +13.6% |
| 3Y | +19.6% | -12.1% | +31.7% | +24.3% |
| 5Y | -2.3% | -17.4% | +15.1% | +0.5% |
| 10Y | +181.4% | +64.0% | +117.4% | +160.6% |
| All | +755.0% | +258.7% | +496.3% | +726.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling