+147.8%
SW vs PPG
+26.7%
+121.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +0.6% |
| 7D | -5.1% | -1.5% | -3.6% | -4.5% |
| 30D | -4.6% | -5.0% | +0.4% | -2.7% |
| 3M | +9.4% | +1.1% | +8.3% | +9.5% |
| 6M | +3.5% | -3.2% | +6.7% | +5.1% |
| YTD | +22.0% | +11.9% | +10.2% | +18.4% |
| 1Y | +2.2% | +5.3% | -3.1% | +1.2% |
| 3Y | +19.6% | -15.0% | +34.6% | +24.4% |
| 5Y | -2.3% | -19.6% | +17.3% | +0.5% |
| All | +147.8% | +26.7% | +121.1% | +120.3% |
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