+49.3%
SW vs PPG
+3.3%
+46.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.6% | +0.9% |
| 7D | +4.7% | +2.7% | +1.9% | +2.2% |
| 30D | +5.0% | +15.7% | -10.7% | -7.1% |
| 3M | -7.3% | +4.1% | -11.5% | -10.6% |
| 6M | +15.0% | +17.3% | -2.3% | +1.8% |
| YTD | +18.5% | +22.5% | -4.0% | +1.2% |
| 1Y | +27.1% | +31.4% | -4.3% | +3.2% |
| All | +49.3% | +3.3% | +46.0% | +39.6% |
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 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