+730.4%
SW vs PPG
+485.0%
+245.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.6% | -0.8% |
| 7D | +4.7% | +2.7% | +1.9% | +4.0% |
| 30D | +5.0% | +15.7% | -10.7% | +1.3% |
| 3M | -7.3% | +4.1% | -11.5% | -8.2% |
| 6M | +15.0% | +17.3% | -2.3% | +11.3% |
| YTD | +18.5% | +22.5% | -4.0% | +13.9% |
| 1Y | +27.1% | +31.4% | -4.3% | +20.5% |
| 3Y | +49.3% | +3.1% | +46.3% | +47.9% |
| 5Y | -1.6% | -15.9% | +14.3% | -1.0% |
| 10Y | +185.4% | +60.5% | +124.9% | +160.6% |
| All | +730.4% | +485.0% | +245.3% | +692.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling