-47.0%
PCG vs SW
+755.0%
-802.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.3% | +1.2% | +2.4% |
| 7D | -13.9% | -5.1% | -8.8% | -13.7% |
| 30D | -16.9% | -4.6% | -12.3% | -16.8% |
| 3M | -14.7% | +9.4% | -24.1% | -14.9% |
| 6M | -23.8% | +3.5% | -27.3% | -23.9% |
| YTD | -10.5% | +22.0% | -32.5% | -10.9% |
| 1Y | -5.1% | +2.2% | -7.3% | -5.3% |
| 3Y | -11.6% | +19.6% | -31.2% | -12.1% |
| 5Y | +59.0% | -2.3% | +61.3% | +57.8% |
| 10Y | -75.7% | +181.4% | -257.1% | -75.6% |
| All | -47.0% | +755.0% | -802.0% | -42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 all: compounded portfolio wealth divided by compounded SW 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…
all analysis · Full analysis span regression · 6 months rolling