+147.8%
SW vs PFGC
+273.6%
-125.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.3% |
| 7D | -5.1% | -2.2% | -2.9% | -4.9% |
| 30D | -4.6% | -11.9% | +7.4% | -3.7% |
| 3M | +9.4% | +5.0% | +4.4% | +9.0% |
| 6M | +3.5% | +8.6% | -5.1% | +2.9% |
| YTD | +22.0% | +9.7% | +12.3% | +21.1% |
| 1Y | +2.2% | -6.3% | +8.5% | +2.5% |
| 3Y | +19.6% | +58.2% | -38.6% | +16.7% |
| 5Y | -2.3% | +110.4% | -112.8% | -5.8% |
| All | +147.8% | +273.6% | -125.8% | +167.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling