+284.5%
PBF vs SWK
+29.6%
+255.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.4% |
| 7D | -13.8% | +11.0% | -24.8% | -19.2% |
| 30D | -19.6% | +30.1% | -49.7% | -30.6% |
| 3M | +10.3% | +14.7% | -4.4% | +1.1% |
| 6M | +63.4% | +44.5% | +18.9% | +29.7% |
| YTD | +152.6% | +59.4% | +93.3% | +82.3% |
| 1Y | +87.4% | +77.5% | +9.8% | +25.9% |
| 3Y | +63.3% | +49.5% | +13.8% | +13.7% |
| 5Y | +412.5% | -24.9% | +437.4% | +430.3% |
| All | +284.5% | +29.6% | +255.0% | +170.2% |
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