+874.6%
PM vs SW
+743.1%
+131.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.1% | -2.5% | +1.4% |
| 7D | +4.3% | +12.1% | -7.8% | +3.9% |
| 30D | +11.5% | +6.6% | +4.9% | +11.3% |
| 3M | +13.0% | -6.0% | +19.1% | +13.2% |
| 6M | +25.9% | +21.5% | +4.4% | +25.1% |
| YTD | +34.0% | +20.3% | +13.7% | +33.1% |
| 1Y | +46.9% | +28.1% | +18.7% | +45.6% |
| 3Y | +158.9% | +51.6% | +107.3% | +153.9% |
| 5Y | +181.3% | -0.1% | +181.4% | +177.0% |
| 10Y | +258.7% | +189.7% | +68.9% | +243.4% |
| All | +874.6% | +743.1% | +131.6% | +830.2% |
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