-0.1%
SW vs PFG
+102.3%
-102.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.1% | -0.1% | +2.3% |
| 7D | +12.1% | +4.9% | +7.2% | +9.8% |
| 30D | +6.6% | +5.7% | +0.9% | +4.1% |
| 3M | -6.0% | +2.6% | -8.6% | -7.3% |
| 6M | +21.5% | +19.8% | +1.7% | +11.5% |
| YTD | +20.3% | +36.3% | -16.0% | +4.2% |
| 1Y | +28.1% | +47.9% | -19.7% | +7.1% |
| 3Y | +51.6% | +82.0% | -30.4% | +17.1% |
| 5Y | -0.1% | +104.5% | -104.6% | -29.2% |
| All | -0.1% | +102.3% | -102.4% | -29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 5y: compounded portfolio wealth divided by compounded PFG 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…
5y analysis · Full analysis span regression · 6 months rolling