+320.8%
PBF vs SWK
+131.7%
+189.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +13.1% | -19.8% | -13.3% |
| 7D | -0.9% | +17.9% | -18.8% | -10.0% |
| 30D | -13.7% | +31.9% | -45.7% | -26.2% |
| 3M | +10.6% | +16.6% | -5.9% | +0.4% |
| 6M | +61.2% | +61.1% | 0.0% | +20.1% |
| YTD | +172.7% | +64.2% | +108.5% | +93.7% |
| 1Y | +111.0% | +85.2% | +25.8% | +38.4% |
| 3Y | +73.6% | +50.2% | +23.4% | +21.1% |
| 5Y | +479.7% | -22.8% | +502.5% | +478.1% |
| 10Y | +312.9% | +35.8% | +277.1% | +180.1% |
| All | +320.8% | +131.7% | +189.1% | +116.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling