+51.6%
SW vs PR
+69.4%
-17.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -6.5% | +10.6% | +5.2% |
| 7D | +12.1% | -12.1% | +24.2% | +14.5% |
| 30D | +6.6% | +0.9% | +5.7% | +6.0% |
| 3M | -6.0% | +10.1% | -16.1% | -8.7% |
| 6M | +21.5% | +1.1% | +20.4% | +20.0% |
| YTD | +20.3% | +63.7% | -43.3% | -0.2% |
| 1Y | +28.1% | +87.0% | -58.9% | +1.2% |
| All | +51.6% | +69.4% | -17.8% | +14.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling