+89.0%
PBF vs SWK
+73.5%
+15.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.2% | +4.5% | +1.5% |
| 7D | +4.3% | -2.0% | +6.2% | +3.6% |
| 30D | -21.8% | +24.6% | -46.4% | -15.8% |
| 3M | +1.7% | +10.8% | -9.1% | +5.3% |
| 6M | +69.8% | +46.1% | +23.7% | +95.6% |
| YTD | +167.7% | +56.8% | +110.9% | +215.1% |
| 1Y | +89.0% | +72.7% | +16.2% | +121.5% |
| All | +89.0% | +73.5% | +15.5% | +121.5% |
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