+18.6%
PG vs SW
+39.0%
-20.4%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -1.0% |
| 7D | +2.4% | +2.3% | 0.0% | +2.2% |
| 30D | +12.6% | +6.8% | +5.9% | +12.2% |
| 3M | +13.3% | -5.2% | +18.5% | +13.5% |
| 6M | +13.4% | +7.4% | +6.0% | +12.9% |
| YTD | +18.8% | +17.4% | +1.4% | +17.7% |
| 1Y | +16.5% | +27.1% | -10.6% | +15.1% |
| 3Y | +18.6% | +47.9% | -29.2% | +19.7% |
| All | +18.6% | +39.0% | -20.4% | +19.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling