+235.6%
PM vs SW
+185.4%
+50.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.5% | -3.1% | -4.6% |
| 7D | -3.4% | +4.7% | -8.0% | -3.6% |
| 30D | +5.8% | +5.0% | +0.8% | +5.6% |
| 3M | +6.7% | -7.3% | +14.0% | +7.0% |
| 6M | +19.9% | +15.0% | +4.9% | +18.9% |
| YTD | +27.8% | +18.5% | +9.3% | +26.4% |
| 1Y | +39.4% | +27.1% | +12.3% | +37.5% |
| 3Y | +146.9% | +49.3% | +97.6% | +138.7% |
| 5Y | +166.6% | -1.6% | +168.3% | +160.0% |
| All | +235.6% | +185.4% | +50.2% | +204.2% |
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