-1.6%
SW vs PFG
+95.1%
-96.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.8% | +2.3% | +0.2% |
| 7D | +4.7% | -0.7% | +5.4% | +5.0% |
| 30D | +5.0% | +2.8% | +2.2% | +3.7% |
| 3M | -7.3% | -1.0% | -6.3% | -7.2% |
| 6M | +15.0% | +13.6% | +1.4% | +8.0% |
| YTD | +18.5% | +31.1% | -12.6% | +4.3% |
| 1Y | +27.1% | +43.8% | -16.7% | +7.5% |
| 3Y | +49.3% | +75.0% | -25.7% | +17.3% |
| 5Y | -1.6% | +95.2% | -96.9% | -29.2% |
| All | -1.6% | +95.1% | -96.7% | -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