+183.3%
SW vs PPG
+63.3%
+120.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | -0.7% |
| 7D | +1.8% | +0.3% | +1.5% | +1.7% |
| 30D | +7.0% | +20.5% | -13.5% | -0.7% |
| 3M | -7.6% | +5.3% | -13.0% | -9.6% |
| 6M | +8.5% | +15.8% | -7.2% | +3.1% |
| YTD | +17.7% | +24.6% | -6.9% | +9.3% |
| 1Y | +27.1% | +33.6% | -6.5% | +15.4% |
| 3Y | +48.2% | +5.0% | +43.2% | +44.2% |
| 5Y | -2.3% | -14.0% | +11.7% | -3.0% |
| 10Y | +183.3% | +58.2% | +125.1% | +136.0% |
| All | +183.3% | +63.3% | +120.1% | +136.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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