+302.9%
PFE vs SW
+743.1%
-440.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.1% | -1.4% | +2.5% |
| 7D | +4.6% | +12.1% | -7.5% | +4.1% |
| 30D | +12.3% | +6.6% | +5.8% | +12.1% |
| 3M | +21.2% | -6.0% | +27.2% | +21.4% |
| 6M | +21.1% | +21.5% | -0.4% | +20.1% |
| YTD | +30.0% | +20.3% | +9.7% | +28.9% |
| 1Y | +35.6% | +28.1% | +7.4% | +34.1% |
| 3Y | +19.5% | +51.6% | -32.1% | +17.5% |
| 5Y | -9.3% | -0.1% | -9.2% | -10.5% |
| 10Y | +70.4% | +189.7% | -119.4% | +63.5% |
| All | +302.9% | +743.1% | -440.1% | +270.0% |
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