+177.1%
SW vs PPG
+53.9%
+123.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | -2.9% | +0.7% | -3.7% | -3.2% |
| 30D | +5.0% | +17.6% | -12.5% | -1.6% |
| 3M | -13.7% | +7.5% | -21.1% | -16.1% |
| 6M | +8.0% | +17.6% | -9.6% | +2.1% |
| YTD | +14.0% | +22.6% | -8.6% | +6.5% |
| 1Y | +25.6% | +28.0% | -2.4% | +15.8% |
| 3Y | +40.1% | +1.8% | +38.3% | +37.7% |
| 5Y | -2.6% | -15.5% | +12.9% | -2.6% |
| All | +177.1% | +53.9% | +123.2% | +132.6% |
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