-9.3%
PFE vs SW
-0.1%
-9.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.1% | -1.4% | +2.4% |
| 7D | +4.6% | +12.1% | -7.5% | +3.8% |
| 30D | +12.3% | +6.6% | +5.8% | +11.9% |
| 3M | +21.2% | -6.0% | +27.2% | +21.5% |
| 6M | +21.1% | +21.5% | -0.4% | +19.4% |
| YTD | +30.0% | +20.3% | +9.7% | +28.2% |
| 1Y | +35.6% | +28.1% | +7.4% | +33.2% |
| 3Y | +19.5% | +51.6% | -32.1% | +18.2% |
| 5Y | -9.3% | -0.1% | -9.2% | -10.8% |
| All | -9.3% | -0.1% | -9.2% | -10.8% |
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