+185.4%
SW vs PR
+62.9%
+122.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.9% | +3.4% | -1.5% |
| 7D | +4.7% | -16.5% | +21.2% | +4.7% |
| 30D | +5.0% | -4.5% | +9.5% | +5.0% |
| 3M | -7.3% | +8.5% | -15.9% | -7.4% |
| 6M | +15.0% | -3.3% | +18.3% | +15.0% |
| YTD | +18.5% | +55.7% | -37.2% | +17.9% |
| 1Y | +27.1% | +82.0% | -54.9% | +26.3% |
| 3Y | +49.3% | +62.5% | -13.1% | +48.2% |
| 5Y | -1.6% | +223.9% | -225.6% | -1.4% |
| All | +185.4% | +62.9% | +122.5% | +260.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 10y: compounded portfolio wealth divided by compounded PR 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…
10y analysis · Full analysis span regression · 6 months rolling