+69.8%
PBF vs SWK
+77.0%
-7.2%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.4% | -3.8% | -5.7% |
| 7D | -15.3% | +11.3% | -26.6% | -11.9% |
| 30D | -21.8% | +31.5% | -53.3% | -14.4% |
| 3M | -0.2% | +14.4% | -14.6% | +4.3% |
| 6M | +63.6% | +46.4% | +17.2% | +88.8% |
| YTD | +147.5% | +61.6% | +85.9% | +194.7% |
| 1Y | +69.8% | +78.7% | -8.9% | +103.5% |
| All | +69.8% | +77.0% | -7.2% | +103.5% |
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