-0.1%
SW vs PFGC
+131.6%
-131.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +13.5% | -9.5% | +0.2% |
| 7D | +12.1% | +13.9% | -1.8% | +7.8% |
| 30D | +6.6% | +18.4% | -11.8% | +1.3% |
| 3M | -6.0% | -2.5% | -3.5% | -5.7% |
| 6M | +21.5% | +26.0% | -4.6% | +13.5% |
| YTD | +20.3% | +21.9% | -1.5% | +12.8% |
| 1Y | +28.1% | +13.4% | +14.8% | +22.3% |
| 3Y | +51.6% | +80.7% | -29.1% | +30.4% |
| All | -0.1% | +131.6% | -131.8% | -20.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling