+32.4%
SWKS vs PNR
+119.7%
-87.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.1% | -2.3% | -1.0% |
| 7D | -2.7% | -0.5% | -2.2% | -2.6% |
| 30D | +8.5% | +34.4% | -26.0% | -10.4% |
| 3M | +17.3% | +2.4% | +14.9% | +14.1% |
| 6M | +25.1% | -7.8% | +32.9% | +27.4% |
| YTD | +33.3% | -31.6% | +64.9% | +62.6% |
| 1Y | +22.9% | -33.6% | +56.5% | +52.9% |
| 3Y | +5.5% | +19.9% | -14.4% | -11.4% |
| 5Y | -41.9% | +0.8% | -42.7% | -47.2% |
| 10Y | +32.4% | +113.4% | -81.0% | -24.1% |
| All | +32.4% | +119.7% | -87.2% | -24.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling