+118.6%
PG vs SW
+147.8%
-29.1%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.4% |
| 7D | +1.9% | -5.1% | +6.9% | +2.1% |
| 30D | -0.2% | -4.6% | +4.3% | -0.1% |
| 3M | +4.8% | +9.4% | -4.6% | +4.3% |
| 6M | -6.1% | +3.5% | -9.6% | -6.4% |
| YTD | +4.5% | +22.0% | -17.6% | +3.4% |
| 1Y | -5.3% | +2.2% | -7.5% | -5.8% |
| 3Y | +2.6% | +19.6% | -17.0% | +1.0% |
| 5Y | +15.6% | -2.3% | +17.9% | +14.2% |
| All | +118.6% | +147.8% | -29.1% | +102.2% |
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