+272.3%
PFE vs SW
+755.0%
-482.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.3% |
| 7D | +1.8% | -5.1% | +6.8% | +1.9% |
| 30D | +10.2% | -4.6% | +14.8% | +10.4% |
| 3M | +12.7% | +9.4% | +3.3% | +12.2% |
| 6M | +10.5% | +3.5% | +7.0% | +10.2% |
| YTD | +20.2% | +22.0% | -1.9% | +19.1% |
| 1Y | +24.1% | +2.2% | +21.9% | +23.6% |
| 3Y | -3.6% | +19.6% | -23.2% | -4.6% |
| 5Y | -20.9% | -2.3% | -18.5% | -21.9% |
| 10Y | +35.8% | +181.4% | -145.5% | +30.3% |
| All | +272.3% | +755.0% | -482.7% | +241.8% |
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 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