+163.1%
PG vs SW
+182.3%
-19.2%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.2% | -0.6% |
| 7D | +0.2% | -2.6% | +2.8% | +0.3% |
| 30D | +10.2% | +7.2% | +3.0% | +9.8% |
| 3M | +16.2% | -10.5% | +26.7% | +16.7% |
| 6M | +18.6% | +9.9% | +8.7% | +18.0% |
| YTD | +20.4% | +17.2% | +3.2% | +19.4% |
| 1Y | +16.2% | +26.5% | -10.3% | +14.8% |
| 3Y | +19.9% | +47.7% | -27.8% | +17.2% |
| 5Y | +30.3% | +0.2% | +30.1% | +28.4% |
| 10Y | +163.1% | +182.3% | -19.2% | +145.1% |
| All | +163.1% | +182.3% | -19.2% | +145.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling