+718.6%
PBF vs SWK
-38.7%
+757.3%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.5% |
| 7D | +4.3% | -0.4% | +4.7% | +4.4% |
| 30D | +22.0% | -5.7% | +27.7% | +23.2% |
| 3M | +74.5% | +24.1% | +50.4% | +66.4% |
| 6M | +67.7% | +24.7% | +43.0% | +58.5% |
| YTD | +179.2% | +33.9% | +145.2% | +157.5% |
| 1Y | +170.0% | +34.7% | +135.3% | +147.3% |
| 3Y | +66.4% | +15.3% | +51.1% | +53.8% |
| All | +718.6% | -38.7% | +757.3% | +696.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling