+278.1%
PG vs SW
+755.0%
-476.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.3% |
| 7D | +1.9% | -5.1% | +6.9% | +1.9% |
| 30D | -0.2% | -4.6% | +4.3% | -0.2% |
| 3M | +4.8% | +9.4% | -4.6% | +4.6% |
| 6M | -6.1% | +3.5% | -9.6% | -6.2% |
| YTD | +4.5% | +22.0% | -17.6% | +4.1% |
| 1Y | -5.3% | +2.2% | -7.5% | -5.5% |
| 3Y | +2.6% | +19.6% | -17.0% | +2.0% |
| 5Y | +15.6% | -2.3% | +17.9% | +15.0% |
| 10Y | +118.0% | +181.4% | -63.3% | +115.0% |
| All | +278.1% | +755.0% | -476.9% | +291.5% |
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