-53.0%
SWKS vs PNR
-17.2%
-35.8%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.2% | +3.3% |
| 7D | +12.5% | -2.4% | +14.9% | +14.1% |
| 30D | +10.5% | -12.8% | +23.3% | +19.8% |
| 3M | -7.4% | -17.0% | +9.6% | +1.5% |
| 6M | +32.7% | -37.4% | +70.1% | +74.0% |
| YTD | +19.2% | -41.6% | +60.8% | +63.4% |
| 1Y | +2.4% | -44.6% | +47.0% | +45.9% |
| 3Y | -25.6% | -12.1% | -13.5% | -24.7% |
| All | -53.0% | -17.2% | -35.8% | -57.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling