+742.0%
PM vs SW
+755.0%
-13.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.2% | -2.0% |
| 7D | -4.9% | -5.1% | +0.2% | -4.7% |
| 30D | -3.4% | -4.6% | +1.2% | -3.3% |
| 3M | +5.2% | +9.4% | -4.2% | +4.8% |
| 6M | +3.7% | +3.5% | +0.2% | +3.5% |
| YTD | +15.8% | +22.0% | -6.3% | +14.9% |
| 1Y | +17.4% | +2.2% | +15.2% | +17.0% |
| 3Y | +116.9% | +19.6% | +97.3% | +114.2% |
| 5Y | +117.3% | -2.3% | +119.7% | +114.1% |
| 10Y | +193.8% | +181.4% | +12.4% | +181.4% |
| All | +742.0% | +755.0% | -13.0% | +703.5% |
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