-17.1%
SWKS vs PNR
-9.7%
-7.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.2% | +3.4% |
| 7D | +12.5% | -2.4% | +14.9% | +13.9% |
| 30D | +10.5% | -12.8% | +23.3% | +18.7% |
| 3M | -7.4% | -17.0% | +9.6% | +0.5% |
| 6M | +32.7% | -37.4% | +70.1% | +71.7% |
| YTD | +19.2% | -41.6% | +60.8% | +61.4% |
| 1Y | +2.4% | -44.6% | +47.0% | +44.3% |
| All | -17.1% | -9.7% | -7.4% | -17.9% |
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