+255.2%
PBF vs SWK
+21.9%
+233.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.7% | +6.5% | +6.1% |
| 7D | -4.0% | -2.3% | -1.7% | -2.8% |
| 30D | -18.0% | +30.4% | -48.4% | -29.3% |
| 3M | +0.9% | +12.1% | -11.2% | -6.3% |
| 6M | +65.7% | +49.1% | +16.6% | +29.5% |
| YTD | +161.9% | +60.4% | +101.4% | +88.4% |
| 1Y | +77.8% | +78.3% | -0.5% | +19.3% |
| 3Y | +74.9% | +53.3% | +21.6% | +19.9% |
| 5Y | +423.4% | -27.0% | +450.3% | +457.1% |
| 10Y | +255.2% | +20.8% | +234.3% | +164.3% |
| All | +255.2% | +21.9% | +233.3% | +164.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling