+4.0%
PG vs SW
+19.6%
-15.6%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | 0.0% |
| 3M | +4.8% | +9.4% | -4.6% | +4.2% |
| 6M | -6.1% | +3.5% | -9.6% | -6.6% |
| YTD | +4.5% | +22.0% | -17.6% | +3.2% |
| 1Y | -5.3% | +2.2% | -7.5% | -6.1% |
| All | +4.0% | +19.6% | -15.6% | +3.2% |
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 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