+31.0%
SWKS vs PNR
+62.2%
-31.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.6% | +4.5% | +3.5% |
| 7D | +11.8% | -3.0% | +14.9% | +13.8% |
| 30D | +6.7% | -14.9% | +21.6% | +17.5% |
| 3M | 0.0% | -19.0% | +19.1% | +11.4% |
| 6M | +38.7% | -35.9% | +74.7% | +77.4% |
| YTD | +21.4% | -43.1% | +64.5% | +67.3% |
| 1Y | +2.9% | -46.4% | +49.3% | +47.6% |
| 3Y | -16.4% | -10.8% | -5.6% | -14.9% |
| 5Y | -51.2% | -18.9% | -32.3% | -48.8% |
| 10Y | +31.0% | +64.4% | -33.4% | -14.5% |
| All | +31.0% | +62.2% | -31.2% | -14.5% |
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