+39.4%
PM vs SW
+25.8%
+13.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.5% | -3.1% | -4.5% |
| 7D | -3.4% | +4.7% | -8.0% | -3.6% |
| 30D | +5.8% | +5.0% | +0.8% | +5.5% |
| 3M | +6.7% | -7.3% | +14.0% | +7.1% |
| 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% | +37.6% |
| All | +39.4% | +25.8% | +13.6% | +37.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling