+124.5%
SW vs PFGC
+477.3%
-352.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | +4.7% | +12.5% | -7.8% | +3.7% |
| 30D | +5.0% | +17.0% | -12.0% | +3.8% |
| 3M | -7.3% | -2.1% | -5.3% | -7.3% |
| 6M | +15.0% | +25.9% | -10.9% | +13.2% |
| YTD | +18.5% | +22.0% | -3.5% | +16.7% |
| 1Y | +27.1% | +14.8% | +12.3% | +25.7% |
| 3Y | +49.3% | +80.8% | -31.5% | +44.7% |
| 5Y | -1.6% | +126.0% | -127.6% | -5.6% |
| 10Y | +185.4% | +363.8% | -178.4% | +207.3% |
| All | +124.5% | +477.3% | -352.8% | +141.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling