+2.2%
SW vs PFGC
-5.1%
+7.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.5% |
| 7D | -5.1% | -2.2% | -2.9% | -4.3% |
| 30D | -4.6% | -11.9% | +7.4% | +0.1% |
| 3M | +9.4% | +5.0% | +4.4% | +7.4% |
| 6M | +3.5% | +8.6% | -5.1% | -1.0% |
| YTD | +22.0% | +9.7% | +12.3% | +13.0% |
| 1Y | +2.2% | -6.3% | +8.5% | +1.0% |
| All | +2.2% | -5.1% | +7.3% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 1y: compounded portfolio wealth divided by compounded PFGC 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…
1y analysis · Full analysis span regression · 6 months rolling