+142.9%
SW vs PR
+169.5%
-26.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.3% |
| 7D | -5.1% | +2.9% | -8.0% | -5.1% |
| 30D | -4.6% | +18.0% | -22.6% | -4.7% |
| 3M | +9.4% | +16.9% | -7.5% | +9.3% |
| 6M | +3.5% | +28.2% | -24.7% | +3.3% |
| YTD | +22.0% | +69.3% | -47.3% | +21.4% |
| 1Y | +2.2% | +69.5% | -67.3% | +1.7% |
| 3Y | +19.6% | +81.7% | -62.1% | +18.8% |
| 5Y | -2.3% | +422.2% | -424.6% | -1.1% |
| 10Y | +181.4% | +110.4% | +71.0% | +249.9% |
| All | +142.9% | +169.5% | -26.6% | +206.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling