+0.6%
SWKS vs PNR
+14.7%
-14.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.4% | +3.6% | +2.4% |
| 7D | -6.2% | +2.8% | -9.0% | -7.8% |
| 30D | -1.5% | +31.2% | -32.6% | -15.2% |
| 3M | +23.0% | -2.1% | +25.0% | +23.7% |
| 6M | +27.6% | -14.0% | +41.6% | +36.5% |
| YTD | +32.3% | -33.6% | +65.9% | +67.6% |
| 1Y | +20.1% | -35.2% | +55.3% | +55.0% |
| 3Y | +0.6% | +15.8% | -15.2% | -18.5% |
| All | +0.6% | +14.7% | -14.1% | -18.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling