+743.1%
SW vs PFG
+320.9%
+422.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.1% | -0.1% | +3.6% |
| 7D | +12.1% | +4.9% | +7.2% | +11.5% |
| 30D | +6.6% | +5.7% | +0.9% | +5.9% |
| 3M | -6.0% | +2.6% | -8.6% | -6.3% |
| 6M | +21.5% | +19.8% | +1.7% | +19.0% |
| YTD | +20.3% | +36.3% | -16.0% | +16.2% |
| 1Y | +28.1% | +47.9% | -19.7% | +22.7% |
| 3Y | +51.6% | +82.0% | -30.4% | +42.3% |
| 5Y | -0.1% | +104.5% | -104.6% | -7.5% |
| 10Y | +189.7% | +219.8% | -30.0% | +152.9% |
| All | +743.1% | +320.9% | +422.2% | +680.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling