+192.1%
PM vs SW
+147.8%
+44.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.2% | -2.0% |
| 7D | -4.9% | -5.1% | +0.2% | -4.6% |
| 30D | -3.4% | -4.6% | +1.2% | -3.2% |
| 3M | +5.2% | +9.4% | -4.2% | +4.6% |
| 6M | +3.7% | +3.5% | +0.2% | +3.3% |
| YTD | +15.8% | +22.0% | -6.3% | +14.4% |
| 1Y | +17.4% | +2.2% | +15.2% | +16.8% |
| 3Y | +116.9% | +19.6% | +97.3% | +112.1% |
| 5Y | +117.3% | -2.3% | +119.7% | +112.0% |
| All | +192.1% | +147.8% | +44.3% | +165.0% |
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