+63.3%
PBF vs SWK
+46.0%
+17.3%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | -13.8% | +11.0% | -24.8% | -15.9% |
| 30D | -19.6% | +30.1% | -49.7% | -24.4% |
| 3M | +10.3% | +14.7% | -4.4% | +6.5% |
| 6M | +63.4% | +44.5% | +18.9% | +47.9% |
| YTD | +152.6% | +59.4% | +93.3% | +116.6% |
| 1Y | +87.4% | +77.5% | +9.8% | +52.6% |
| 3Y | +63.3% | +49.5% | +13.8% | +33.1% |
| All | +63.3% | +46.0% | +17.3% | +33.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling