+47.9%
SW vs PPG
+2.5%
+45.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.4% |
| 7D | +2.3% | +2.4% | -0.1% | +0.2% |
| 30D | +6.8% | +16.5% | -9.7% | -6.0% |
| 3M | -5.2% | +5.1% | -10.3% | -9.3% |
| 6M | +7.4% | +11.1% | -3.7% | -1.0% |
| YTD | +17.4% | +21.7% | -4.3% | +0.8% |
| 1Y | +27.1% | +32.0% | -4.9% | +2.9% |
| 3Y | +47.9% | +2.8% | +45.1% | +39.1% |
| All | +47.9% | +2.5% | +45.3% | +39.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling