+139.5%
SW vs PR
+160.5%
-21.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -6.5% | +10.6% | +4.1% |
| 7D | +12.1% | -12.1% | +24.2% | +12.1% |
| 30D | +6.6% | +0.9% | +5.7% | +6.5% |
| 3M | -6.0% | +10.1% | -16.1% | -6.1% |
| 6M | +21.5% | +1.1% | +20.4% | +21.5% |
| YTD | +20.3% | +63.7% | -43.3% | +19.7% |
| 1Y | +28.1% | +87.0% | -58.9% | +27.3% |
| 3Y | +51.6% | +70.7% | -19.2% | +50.5% |
| 5Y | -0.1% | +246.8% | -246.9% | +0.2% |
| 10Y | +189.7% | +72.6% | +117.1% | +262.3% |
| All | +139.5% | +160.5% | -21.0% | +201.8% |
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