-2.3%
SW vs PFGC
+111.4%
-113.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | -5.1% | -2.2% | -2.9% | -4.5% |
| 30D | -4.6% | -11.9% | +7.4% | -1.2% |
| 3M | +9.4% | +5.0% | +4.4% | +7.9% |
| 6M | +3.5% | +8.6% | -5.1% | +1.0% |
| YTD | +22.0% | +9.7% | +12.3% | +18.2% |
| 1Y | +2.2% | -6.3% | +8.5% | +3.2% |
| 3Y | +19.6% | +58.2% | -38.6% | +6.7% |
| All | -2.3% | +111.4% | -113.7% | -18.7% |
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