-20.7%
PFE vs SW
-2.3%
-18.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.3% |
| 7D | +1.8% | -5.1% | +6.8% | +2.1% |
| 30D | +10.2% | -4.6% | +14.8% | +10.5% |
| 3M | +12.7% | +9.4% | +3.3% | +11.9% |
| 6M | +10.5% | +3.5% | +7.0% | +10.0% |
| YTD | +20.2% | +22.0% | -1.9% | +18.4% |
| 1Y | +24.1% | +2.2% | +21.9% | +23.1% |
| 3Y | -3.6% | +19.6% | -23.2% | -4.4% |
| All | -20.7% | -2.3% | -18.4% | -22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling