+337.5%
PG vs SW
+724.4%
-386.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.5% | +1.8% |
| 7D | +2.9% | +1.8% | +1.1% | +2.9% |
| 30D | +12.0% | +7.0% | +5.0% | +11.9% |
| 3M | +16.2% | -7.6% | +23.9% | +16.3% |
| 6M | +16.6% | +8.5% | +8.0% | +16.4% |
| YTD | +20.9% | +17.7% | +3.2% | +20.5% |
| 1Y | +17.8% | +27.1% | -9.2% | +17.3% |
| 3Y | +21.2% | +48.2% | -27.0% | +20.3% |
| 5Y | +31.7% | -2.3% | +34.0% | +31.0% |
| 10Y | +156.9% | +183.3% | -26.4% | +153.5% |
| All | +337.5% | +724.4% | -386.9% | +353.2% |
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 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