+111.0%
PBF vs SWK
+87.6%
+23.4%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +13.1% | -19.8% | -2.2% |
| 7D | -0.9% | +17.9% | -18.8% | +5.2% |
| 30D | -13.7% | +31.9% | -45.7% | -5.2% |
| 3M | +10.6% | +16.6% | -5.9% | +16.7% |
| 6M | +61.2% | +61.1% | 0.0% | +92.8% |
| YTD | +172.7% | +64.2% | +108.5% | +232.5% |
| 1Y | +111.0% | +85.2% | +25.8% | +166.0% |
| All | +111.0% | +87.6% | +23.4% | +166.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 1y: compounded portfolio wealth divided by compounded SWK 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…
1y analysis · Full analysis span regression · 6 months rolling